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	Provedor de dados AgEcon (5) Autor Catlett, Lowell B. (5) Boehlje, Michael (2) Blake, Martin L. (1) Gorman, William D. (1) Otte, John (1) Schuneman, Thomas R. (1) Southward, G. Morris (1) Urquhart, N. Scott (1) Mais... Palavra-chave Marketing (3) Livestock Production/Industries (1) Political Economy (1) Resource /Energy Economics and Policy (1) Tipo do documento Journal Article (4) Working or Discussion Paper (1) Ano 1999 (1) 1984 (1) 1982 (1) 1979 (1) 1977 (1) País United States (5) Idioma Inglês (5)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 5 Primeira ... 1 ... Última Using the Stocker Cattle Futures and Options Contracts to Manage Price Risks AgEcon Catlett, Lowell B.. Tipo: Working or Discussion Paper Palavras-chave: Marketing. Ano: 1999 URL: http://purl.umn.edu/23949 STRIP-MINE RECLAMATION LAWS AND REGIONAL COST IMPLICATIONS AgEcon Catlett, Lowell B.; Boehlje, Michael. Tipo: Journal Article Palavras-chave: Political Economy. Ano: 1979 URL: http://purl.umn.edu/29545 EMPIRICAL EVALUATION OF SELECTED HEDGING STRATEGIES FOR CATTLE FEEDERS AgEcon Gorman, William D.; Schuneman, Thomas R.; Catlett, Lowell B.; Urquhart, N. Scott; Southward, G. Morris. Several hedging strategies for fat cattle are compared using actual feedlot performance information for a period of 6.5 years and 747 pens of fat cattle. Results show that cattle feeding was not profitable (a $24.50 per head cash market loss) but a carefully chosen hedging strategy could have reduced the loss by 50 percent. Tipo: Journal Article Palavras-chave: Livestock Production/Industries; Marketing. Ano: 1982 URL: http://purl.umn.edu/32276 CROSS HEDGING HAY USING CORN FUTURES: AN EMPIRICAL TEST AgEcon Blake, Martin L.; Catlett, Lowell B.. This study examines the use of corn futures contracts to cross hedge both U.S. hay and New Mexico alfalfa hay. Correlations between monthly spot U.S. hay prices and corn futures prices ranged from .828 to .970 and were all significant at the alpha= .001 level. Multiple regression was used to determine the optimal corn futures contract month to cross hedge each spot monthly hay price. Regressions were used to determine the coverage ratio of tons of hay per corn futures contracts. A routine cross hedge was simulated and showed that cross hedging hay using corn futures increases gross returns per ton of hay. Tipo: Journal Article Palavras-chave: Marketing. Ano: 1984 URL: http://purl.umn.edu/32366 THE IMPACT OF RECLAMATION ON ACCEPTABLE STRIP MINING ROYALTY PAYMENTS AgEcon Otte, John; Boehlje, Michael; Catlett, Lowell B.. Tipo: Journal Article Palavras-chave: Resource /Energy Economics and Policy. Ano: 1977 URL: http://purl.umn.edu/30521 Registros recuperados: 5 Primeira ... 1 ... Última

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