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	Provedor de dados AgEcon (5) Autor Chua, Hans Walter (1) Ledebur, Oliver von (1) Plato, Gerald E. (1) Rucker, Randal R. (1) Schlenker, Wolfram (1) Schmitz, Jochen (1) Thurman, Walter N. (1) Tomek, William G. (1) Villas-Boas, Sofia Berto (1) Yoder, Jonathan K. (1) Mais... Palavra-chave Futures prices (5) Agricultural Finance (1) C53 (1) C58 (1) Commodity prices (1) Consumer expenditure survey (1) Consumer/Household Economics (1) Corn market (1) Crop Production/Industries (1) D12 (1) Demand and Price Analysis (1) Environmental Economics and Policy (1) Event analysis (1) Expected supply (1) Financial Economics (1) Food Consumption/Nutrition/Food Safety (1) Food safety (1) G17 (1) Livestock Production/Industries (1) Lumber (1) Mais... Tipo do documento Conference Paper or Presentation (1) Presentation (1) Report (1) Working Paper (1) Working or Discussion Paper (1) Ano 2012 (2) 2006 (1) 2001 (1) 1999 (1) País United States (5) Idioma Inglês (5)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 5 Primeira ... 1 ... Última AN ECONOMIC ANALYSIS OF THE DETERMINANTS OF LUMBER FUTURES PRICE MOVEMENTS AgEcon Rucker, Randal R.; Thurman, Walter N.; Yoder, Jonathan K.. Recent lumber price volatility has been attributed to Spotted Owl Litigation and U.S.-Canada trade disputes. We use intervention analysis to explain daily lumber futures price volatility based on these events and other factors. The way information enters the market is shown to affect the speed and extent of market reaction. Tipo: Conference Paper or Presentation Palavras-chave: Lumber; Futures prices; Event analysis; Environmental Economics and Policy; Resource /Energy Economics and Policy. Ano: 1999 URL: http://purl.umn.edu/21706 The 2007 emerging corn price surge revisited – Was it expected or a large surprise? AgEcon Schmitz, Jochen; Ledebur, Oliver von. Point forecasts are a common method to classify uncertain future outcomes. In the option price literature the concept of implied volatility is well known. This concept is used to get a forward looking indicator about the future volatility. Nowadays market expectations can be extracted in numerous ways. One of the first articles regarding this topic in the area of exchange rates and interest rates was Sölderlind and Svensson (1997). Extracting market expectations is not only focused on point forecasts. A more ambitious approach is to extract the whole possible range of market expectations out of option prices. This concept is called risk-neutral density (RND). Most agricultural markets undergo some remarkable price movements in the last 4 years. The reasons... Tipo: Presentation Palavras-chave: Risk neutral density; Market expectations; Futures prices; Corn market; Agricultural Finance; Financial Economics; Political Economy; Research Methods/ Statistical Methods; Q14; C53; C58; G17. Ano: 2012 URL: http://purl.umn.edu/123971 On the Relationship of Expected Supply and Demand to Futures Prices AgEcon Chua, Hans Walter; Tomek, William G.. Expectations about future economic conditions are important determinants of commodity prices. This paper presents a relatively simple model that makes futures prices for corn a function of expected production and inventories and of variables that account for demand shifts. The intent is to provide an historical, objective context for new price and quantity observations, which may help market analysts. Tipo: Working Paper Palavras-chave: Expected supply; Futures prices; Commodity prices; Demand and Price Analysis; Risk and Uncertainty. Ano: 2012 URL: http://purl.umn.edu/121055 Consumer and Market Responses to Mad-Cow Disease AgEcon Schlenker, Wolfram; Villas-Boas, Sofia Berto. We examine how consumers and financial markets in the United States react to two health warnings about mad cow disease: The first discovery of an infected cow in December 2003 as well as health warnings about the potential effects aired in the highly-watched Oprah- Winfrey show seven years earlier. Using a unique UPC-level scanner data set, we find a pronounced and significant reduction in beef sales following the first discovered infection. This effect slowly dissipates over the next three months. Interestingly, no significant impact can be detected in the diary files of the Consumer Expenditure Survey (CES) that has a much smaller sampling frame. However, futures prices show a comparable drop in prices to the scanner data. Contracts with longer maturity... Tipo: Working or Discussion Paper Palavras-chave: Food safety; Mad cow diseases; Consumer expenditure survey; Scanner data; Futures prices; Consumer/Household Economics; Food Consumption/Nutrition/Food Safety; Livestock Production/Industries; D12; Q18; M31. Ano: 2006 URL: http://purl.umn.edu/7164 THE SOYBEAN PROCESSING DECISION: EXERCISING A REAL OPTION ON PROCESSING MARGINS AgEcon Plato, Gerald E.. The gross soybean processing margin (the gross return per bushel of soybeans processed) is the main decision variable that processors use in deciding when and if to make binding commitments to process soybeans on future dates. Understanding how processors choose processing margins for future processing dates from among those available on successive days may help to resolve the ongoing concern about the level of competitiveness in processing agricultural commodities. Processing returns are treated as being equivalent to the returns to a call option. This approach provides the opportunity to simulate processor choice of processing margin by evaluating the incentive of waiting for a larger processing margin versus the incentive of locking in the currently... Tipo: Report Palavras-chave: Real options; Option exercise; Processing decision; Processing margins; Futures prices; Soybean crush; Crop Production/Industries; Marketing. Ano: 2001 URL: http://purl.umn.edu/33567 Registros recuperados: 5 Primeira ... 1 ... Última

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