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| Registros recuperados: 12 | |
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| 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 |
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| 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 |
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| 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 |
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| 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 |
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| Registros recuperados: 12 | |
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