Consulta: creatorFacets:"Curtis,   Charles E., Jr."
Registros recuperados: 12
Data/hora: 15/06/2024 14:17:55

REGIONAL AND SEASONAL DIFFERENCES IN THE COTTON BASIS
Provedor de dados: 31
Autores: Seamon,   V. Frederick; Kahl,   Kandice H.; Curtis,   Charles E., Jr.
The cotton basis is examined graphically and statistically to determine if the basis differs across U.S. production regions and within the crop year as economic theory predicts. The analysis indicates the basis differs for some, but not all, regions consistent with the theory. Results also show that the typical seasonal pattern is not apparent for regions which export most of their cotton, most likely because demand in these regions is seasonal.
Tipo: Journal Article
Palavras-chave: Basis expectations; Cotton marketing; Futures markets; Nonparametric statistics; Theory of storage; Marketing.
Ano: 2001
URL: http://purl.umn.edu/14694

South Carolina Agricultural Situation and Outlook, 1999-2000
Provedor de dados: 31
Autores: Harris,   Harold M., Jr.; Zering,   Kelly D.; Rathwell,   P. James; Sutton,   Russell W.; Gooden,   Dewitt T.; Schumaker,   George; Curtis,   Charles E., Jr.
Tipo: Report
Palavras-chave: Farm Management.
Ano: 2000
URL: http://purl.umn.edu/112916

A Comparison of Historic and Implied Volatility for Predicting Agricultural Option Premiums
Provedor de dados: 31
Autores: Haeberle,   Carlos G.; Kahl,   Kandice H.; Curtis,   Charles E., Jr.
Tipo: Journal Article
Palavras-chave: Marketing; Research Methods/ Statistical Methods.
Ano: 1990
URL: http://purl.umn.edu/60384

BACK TO THE BASICS: WHAT DOES THE MARKET TELL US ABOUT BASIS?
Provedor de dados: 31
Autores: Fischer,   Matthew J.; Isengildina-Massa,   Olga; Curtis,   Charles E., Jr.; Boys,   Kathryn A.
This study explores market forces that affect harvest grain basis for corn, soybeans, and wheat in a grain deficit market. The findings indicate that implied basis (cash forward bid less harvest futures), nearby HHO price, and log of open interest on the harvest futures contract can be used to predict 33 to 99 percent of the variation in harvest basis at selected South Carolina locations.
Tipo: Conference Paper or Presentation
Palavras-chave: Marketing.
Ano: 2011
URL: http://purl.umn.edu/103943

A REGIONAL COMPARISON OF RISK-EFFICIENT SOYBEAN MARKETING STRATEGIES
Provedor de dados: 31
Autores: McKinnell,   Cathy S.; Kahl,   Kandice H.; Curtis,   Charles E., Jr.
Risk-efficient portfolios from a subset of marketing strategies were identified using Target-MOTAD. Portfolios were generated for Illinois, Arkansas, and South Carolina to determine whether regional price and yield characteristics affected the optimal marketing strategy selection during 1972-1985. The results support previous conclusions that the risk borne when following a combination of marketing strategies was less than the risk of any single marketing strategy examined. The results also show that the marketing strategies representing efficient risk-return combinations for a producer in one region were different from the efficient risk-return combinations for a producer in another region. Therefore, generic marketing advice would have produced results...
Tipo: Journal Article
Palavras-chave: Marketing.
Ano: 1990
URL: http://purl.umn.edu/29909

Is there a "Right" Time to Buy Options Pre-Harvest?
Provedor de dados: 31
Autores: Curtis,   Charles E., Jr.; Isengildina-Massa,   Olga; Hummel,   Andrew.
This study analyses the variables that affect the option premium levels in an attempt to identify a period in time that would be considered "preferred" for the purchase of a December put option contract for corn and cotton.  The daily futures and options data from January 1990 to October 2005 revealed that average prices of December cotton and corn futures tended to be higher in the month of March.  The early months of the year also demonstrated low implied volatility levels while offering larger time to maturity.  The analysis suggests that March may be a preferred time to purchase December cotton and corn put options.
Tipo: Conference Paper or Presentation
Palavras-chave: Marketing.
Ano: 2007
URL: http://purl.umn.edu/34941

The International Soybean Situation: Can Southern Soybeans Compete?
Provedor de dados: 31
Autores: Rosson,   C. Parr, III; Curtis,   Charles E., Jr.; Arburn,   Greg W.; Carriker,   Gordon L.
Tipo: Journal Article
Palavras-chave: Agribusiness; International Relations/Trade.
Ano: 1989
URL: http://purl.umn.edu/60035

THE EFFECT OF THE 2002 FARM BILL ON CROP ENTERPRISE SELECTION IN THE SOUTHEAST REGION
Provedor de dados: 31
Autores: Davis,   Todd D.; Curtis,   Charles E., Jr.; Shumaker,   George A.; Smith,   Nathan B.
A stochastic simulation model is used to generate one thousand cash market prices and yields for corn, soybeans, wheat, cotton, and peanuts.  A Target MOTAD model using the stochastic data determined the risk-efficient crop-mix for alternative price and yield expectations.  Results suggest increased peanut production in the Southeast region.
Tipo: Conference Paper or Presentation
Palavras-chave: Agricultural and Food Policy.
Ano: 2003
URL: http://purl.umn.edu/35207

A REGIONAL COMPARISON OF U.S. COTTON BASIS PATTERNS
Provedor de dados: 31
Autores: Seamon,   V. Frederick; Kahl,   Kandice H.; Curtis,   Charles E., Jr.
The basis, defined as the cash price minus the futures price, is important when making marketing decisions.  The cotton basis is calculated using the July futures price for six major cotton marketing regions in the U.S.  for August 1993 to November 1997.  Graphs of the average basis for the four complete crop years show that the basis generally followed the expected seasonal pattern.  The basis tended to be weakest at harvest and to strengthen later in the crop year.  However, a visual inspection showed regional differences in the seasonal pattern.  Regional differences in the yearly variability in the basis were also observed.  Thus, the usefulness of the average historical basis in predicting the future basis appears to differ depending on the region.
Tipo: Working or Discussion Paper
Palavras-chave: Demand and Price Analysis.
Ano: 1997
URL: http://purl.umn.edu/18806

Estimating Implied Volatility Directly from "Nearest-to-the-Money" Commodity Option Premiums
Provedor de dados: 31
Autores: Curtis,   Charles E., Jr.; Carriker,   Gordon L.
Tipo: Working or Discussion Paper
Palavras-chave: Risk and Uncertainty.
Ano: 1988
URL: http://purl.umn.edu/116875

South Carolina's Agriculture and Forestry Industry's Evolution and the State's Commitment to its Assistance
Provedor de dados: 31
Autores: Curtis,   Charles E., Jr.
Tipo: Report
Palavras-chave: Agribusiness.
Ano: 2004
URL: http://purl.umn.edu/112900

Accuracy of Implied Volatility Approximations Using "Nearest-to-the-Money" Option Premiums
Provedor de dados: 31
Autores: Isengildina-Massa,   Olga; Curtis,   Charles E., Jr.; Bridges,   William; Nian,   Minhuan.
Implied volatility is a useful bit of information for futures and options hedgers and speculators.  However, extraction of implied volatility from Black-Scholes (BS) option pricing model requires a numeric search.  Since 1988, there have been numerous simplifying modifications to the BS formula proposed and presented in the applied economics and finance literature to allow approximation of implied volatility directly.  This study identifies and tests these simplification methods for accuracy for call only and put-call average elicitation of an implied volatility estimate.  Results show that accuracy varies by method and whether call only or put-call average approaches are applied.
Tipo: Conference Paper or Presentation
Palavras-chave: Marketing.
Ano: 2007
URL: http://purl.umn.edu/34927