Recent Publications

Diersen, M.A. and P. Garcia. "Risk Measurement and Supply Response in the Soybean Complex." Proceedings of the NCR-134 Applied Commodity Price Analysis, Forecasting and Market Risk Management Conference.1998. pp. 279-292.

Good, D.L., S.H. Irwin, T.E. Jackson, M.A. Jirik and J. Martines-Filho. "1998 Pricing Performance of Market Advisory Services for Corn and Soybeans." AgMAS Project Research Report 2000-01. February 2000.

Irwin, S.H., T.E. Jackson and D.L. Good. "Do Agricultural Market Advisory Services Beat the Market? Evidence from the Corn and Soybean Markets Over 1995-1997." AgMAS Project Research Report 1999-03. October 1999.

Jirik, M.A., D.L. Good, S.H. Irwin, T.E. Jackson and J. Martines-Filho. "The 1995 Through 1998 Pricing Performance of Market Advisory Services for Wheat." AgMAS Project Research Report 2000-02. June 2000.

Kim, M.K. and R.M. Leuthold. "The Distributional Behavior of Futures Price Spreads." Journal of Agricultural and Applied Economics. 32,1(2000):73-87.

Leuthold, R.M. and M.K. Kim. "Managing Overnight Corn Price Risks: E*Hedging versus Tokyo." Journal of Agribusiness. 18,3(2000):275-288.

Manfredo, M.R., P. Garcia, and R.M. Leuthold. "Time-Varying Multiproduct Hedge Ratio Estimation in the Soybean Complex: A Simplified Approach." Proceedings of the NCR-134 Applied Commodity Price Analysis, Forecasting and Market Risk Management Conference. 2000. http://www.agebb.missouri.edu/ncrext/ncr134/

Manfredo, M.R. and R.M. Leuthold. "Market Risk and the Cattle Feeding Margin: An Application of Value-at-Risk." Agribusiness: An International Journal. Forthcoming, 17,3(2001).

Pearson, N.D. "A Non-Parametric Analysis of the Forward Rate Volatilities," in L. Hughston, ed., The New Interest Rate Models. London: Risk Publications. 2000.

Pearson, N.D. and T. Linsmeier. "Value at Risk." Financial Analysts Journal. 56,2(March/April 2000).

Pennings, J.M.E. and R.M. Leuthold. "Introducing New Futures Contracts: Reinforcement versus Cannibalism." Journal of International Money and Finance. Forthcoming, 2000.

Pennings, J.M.E. and R.M. Leuthold. "The Motivation for Hedging Revisited." Journal of Futures Markets. 20(2000):865-885.

Pennings, J.M.E. and R.M. Leuthold. "The Role of Farmerís Behavioral Attitudes and Heterogeneity in Futures Contracts Usage." American Journal of Agricultural Economics. 82,4(2000):908-919.

Pennings, J.M.E. and A. Smidts. "Assessing the Construct Validity of Risk Attitude." Management Science. Forthcoming, 2000.

Poteshman, A. "Underreaction, Overreaction, and Increasing Misreaction to Information in the Options Market." Journal of Finance. Forthcoming, 2000.

Sherrick, B.J., P.J. Barry, and P.N. Ellinger. "Valuation of Credit Risk Insurance." American Journal of Agricultural Economics. 82(2000):71-81.

Sherrick, B.J., P.J. Lamb, S.T. Sonka, and M.A. Mazzocco. "Decision-Maker Expectations and the Value of Climate Prediction Information: Conceptual Considerations and Preliminary Evidence." Meterological Applications. 7(2000):1-11.

Wenzel, B.P., L. Hill and P. Garcia. "The Effects of the Micro-Market Structure on Illinois Elevator Corn Prices." Proceedings of the NCR-134 Applied Commodity Price Analysis, Forecasting and Market Risk Management Conference. 2000. http://www.agebb.missouri.edu/ncrext/ncr134/

Zanini, F. S.H. Irwin, G.D. Schnitkey and B.J. Sherrick. "Estimating Farm-Level Yield Distributions for Corn and Soybeans in Illinois." Selected paper presented at the AAEA Annual meeting, July 31-Aug 2, 2000, Tampa, Florida.

Zulauf, C.R., J.A. Goodbar, S.H. Irwin, and R.P. Leeds. "Returns to Storage for Ohio Corn, 1964-1996 Crop Years." Journal of the American Society of Farm Managers and Rural Appraisers. 63(1999):117-126.

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