Similar Search Results

The Marketing Performance of Illinois and Kansas Wheat Farmers

Dietz, Sarah N.; Aulerich, Nicole M.; Irwin, Scott H.; … - Department of Agricultural and Consumer Economics, … - 2008

The purpose of this paper is to investigate the marketing performance of wheat farmers in Illinois and Kansas over 1982 … average difference between farmer and market benchmark prices are sensitive to the market benchmark considered. Marketing … benchmark is used. The sensitivity of marketing performance to the market benchmark considered is explained by the seasonal …

Persistent link: https://www.econbiz.de/10005804781

Modeling Farmers' Use of Market Advisory Services

Pennings, Joost M.E.; Irwin, Scott H.; Good, Darrel L. - NCR-134 Conference on Applied Commodity Price Analysis, … - 2001

In an effort to improve marketing of their products, many farmers use market advisory services (MAS). To date, there is … their marketing plans, and how they choose among these services. Based on the literature on consulting services usage, a … the match between the MAS and the farmer's marketing philosophy drive MAS usage. To account for possible heterogeneity …

Persistent link: https://www.econbiz.de/10005805809

DOES THE MARKET ANTICIPATE SMOOTHING IN USDA CROP PRODUCTION FORECASTS?

Isengildina, Olga; Irwin, Scott H.; Good, Darrel L. - Agricultural and Applied Economics Association - AAEA - 2004

soybean production forecasts during 1970/71 through 2003/04 marketing years. The analysis revealed that markets consistently …

Persistent link: https://www.econbiz.de/10005806757

PUTTING THE RISK PROTECTION ACT OF 2000 TO WORK: APPLIED MARKETING STRATEGIES (PowerPoint Presentation)

Irwin, Scott H.; Good, Darrel L.; Martines-Filho, Joao Gomes - Office of the Chief Economist, Department of Agriculture - 2001

Persistent link: https://www.econbiz.de/10005807860

THE EFFECTS OF FUTURES TRADING BY LARGE HEDGE FUNDS AND CTAS ON MARKET VOLATILITY

Holt, Bryce R.; Irwin, Scott H. - NCR-134 Conference on Applied Commodity Price Analysis, … - 2000

This study uses the newly available data from the CFTC to investigate the market impact of futures trading by large hedge funds and CTAs. Regression results show that there is a positive relationship between the trading volume of large hedge funds and CTAs and market volatility. However, a...

Persistent link: https://www.econbiz.de/10005807878

Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts?

Colino, Evelyn V.; Irwin, Scott H.; Garcia, Philip - Department of Agricultural and Consumer Economics, … - 2009

This paper investigates whether the accuracy of outlook hog price forecasts can be improved using composite forecasts in an out-of-sample context. Price forecasts from four wellrecognized outlook programs are combined with futures-based forecasts, ARIMA, and unrestricted Vector Autoregressive...

Persistent link: https://www.econbiz.de/10009368379

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

Brittain, Lee; Garcia, Philip; Irwin, Scott H. - Department of Agricultural and Consumer Economics, … - 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 options markets. In both markets, implied volatility is an upwardly biased and inefficient predictor of realized...

Persistent link: https://www.econbiz.de/10009368384

Farmer’s Income Shifting Option in Post-harvest Forward Contracting

Mallory, Mindy L.; Zhao, Wenjiao; Irwin, Scott H. - Agricultural and Applied Economics Association - AAEA - 2012

We estimate the cost of post-harvest forward contracting corn and soybeans for January and March delivery from 1980 through 2009. For both corn and soybeans we saw a downward trend in the cost of forward contract for January delivery and we conclude that the cost of forward contracting for...

Persistent link: https://www.econbiz.de/10010881173

Are Corn and Soybean Options Too Expensive?

Urcola, Hernan A.; Irwin, Scott H. - NCR-134 Conference on Applied Commodity Price Analysis, … - 2006

A growing body of recent evidence suggests that premiums for financial options might be too high. For agricultural options, market participants often make similar claims, however there is very limited scientific literature to prove or disprove such claims. This research investigates the...

Persistent link: https://www.econbiz.de/10005525106

Has the Performance of the Hog Options Market Changed?

Urcola, Hernan A.; Irwin, Scott H. - Agricultural and Applied Economics Association - AAEA - 2006

. This paper evaluates the efficiency of hog options markets comparing its pricing function during the live hog contract … Capital Asset Pricing Model. When the whole sample period is analyzed, results indicate that no profits can be made by taking …

Persistent link: https://www.econbiz.de/10005525160