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Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting

Brittain, Lee; Garcia, Philip; Irwin, Scott H. - 2009

The paper examines empirical returns from holding thirty- and ninety-day call and put positions,and the forecasting performance of implied volatility in the live and feeder cattle optionsmarkets. In both markets, implied volatility is an upwardly biased and inefficient predictor ofrealized...

Persistent link: https://www.econbiz.de/10009446388

Grain Futures Markets: What Have They Learned?

Santos, Joseph M. - 2009

Taken together, studies that examine how well commodity futures marketsperform find that risk premiums are common—and so unbiasedness is not—and marketsare not uniformly efficient across commodities or forecast horizons. This large body ofresearch sheds important light on whether and to what...

Persistent link: https://www.econbiz.de/10009446390

The Relative Performance of In-Sample and Out-of-Sample Hedging Effectiveness Indicators

Dahlgran, Roger A. - 2009

Hedging effectiveness is the proportion of price risk removed through hedging. Empiricalhedging studies typically estimate a set of risk minimizing hedge ratios, estimate the hedgingeffectiveness statistic, apply the estimated hedge ratios to a second group of data, and examinethe robustness of...

Persistent link: https://www.econbiz.de/10009446391

Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage

Power, Gabriel J.; Robinson, John R.C. - 2009

The commodity bull cycle of 2006-2008 and subsequent dramatic price decline have been asource of hardship for traditional commodity market participants such as producers andmerchant/shippers. The usefulness of futures markets has been called into question, especiallygiven that some market...

Persistent link: https://www.econbiz.de/10009446392

Optimal Length of Moving Average to Forecast Futures Basis

Hatchett, Robert B.; Brorsen, B. Wade; Anderson, Kim B. - 2009

Futures prices when combined with a basis forecast provide a reliable way to forecast cashprices. The most popular method of forecasting basis is historical moving averages. Given therecent failure of longer moving averages proposed by previous studies, this research reassessespast...

Persistent link: https://www.econbiz.de/10009446394

Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts?

Colino, Evelyn V.; Irwin, Scott H.; Garcia, Philip - 2009

This paper investigates whether the accuracy of outlook hog price forecasts can be improvedusing composite forecasts in an out-of-sample context. Price forecasts from four wellrecognizedoutlook programs are combined with futures-based forecasts, ARIMA, andunrestricted Vector Autoregressive (VAR)...

Persistent link: https://www.econbiz.de/10009446396

Cover and Contents Pages

2009

Includes cover page, journal info, contents page, and editorial information

Persistent link: https://www.econbiz.de/10009446503

Economics of Fish Marketing in Central Uganda: A Preliminary Analysis

Bukenya, James O.; Hyuha, Theodora; Twinamasiko, Julius; … - 2012

was designed to solicit information on traders? socio-economic characteristics, marketing characteristics, operating costs … and returns, and problems associated with fish marketing in the study area. Percentages were used to describe the socio …-economic characteristics, market characteristic and problems associated with fish marketing while gross profit and marketing performance models …

Persistent link: https://www.econbiz.de/10009483610

Determinants of Use and Intensity of Use of Mobile Phone-based Money Transfer Services in Smallholder Agriculture: Case of Kenya

Kirui, Oliver K.; Okello, Julius Juma; Nyikal, Rose Adhiambo - International Association of Agricultural Economists - IAAE - 2012

Information Communication Technology (ICT)

Persistent link: https://www.econbiz.de/10010880342

Bringing Blue Ocean Strategy to FMCG Markets

Dusseldorf, Simon; Wubben, Emiel F.M. - International European Forum on Innovation and System … - 2012

An emerging concept in strategic management directed at finding new business and value propositions is the framework coined ‘Blue Ocean Strategy’ (BOS) by Kim and Mauborgne, from INSEAD, Fontainebleau. The authors developed the BOS-framework, which comprises of a set of tools, on the basis...

Persistent link: https://www.econbiz.de/10010880532