1997-1998 Publications

Bera, A., P. garcia and J. Roh
"Estimation of Time-varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches."
Sankya: The Indian Journal of statistics, Series B. 59(1997, 3): 346-368

Diersen, M.A. and P. Garcia.
"Risk Measurement and Supply Response in the soybean Complex."
Proceedings of the NCR-134 Conference on Applied Commodity Price analysis, Forecasting, and market Risk management. 1998, pp. 279-292

Good, D., S. Thompson, T.A. Hieronymus, and R. Hauser.
"1998 Agricultural Outlook Guide--Corn Roller Coaster Expected to Continue."
Prairie Farmer, December 1997, insert page 8.

Hall, J.A., B.W. Brosen, and S.H. Irwin.
"The distribution of Futures Prices: A Test of the Stable Paretian and Mixture of Normals Hypotheses"
The International Library of Critical Writings in Financial Economics: Futures Markets, Volume II, A.G. Malliaris, ed., Cheltenham: Edward Elgar Publishing Limited, 1997, pp. 199-210.

Irwin, S.H., T.R. Krukemyer, and C.R. Zulauf.
"Investment Performance of Public Commodity Pools: 1979 to 1990"
Handbook of Managed Futures: Performance, Evaluation and analysis, C. Peters and B. Warwick, eds. Chicago: Irwin Professional Publishing, 1997, pp. 49-76. Also in the International Library of Critical Writings in Financial Economics: Futures Markets, Volume I, A.G. Malliaris, ed. Cheltenham: Edward Elgar Publishing Limited, 1997, pp. 446-470

Irwin, S.H., and B.W. Brorsen.
"A Note On the Factors Affecting Technical Trading System return"
Hand book of Managed Futures: Performance, Evaluation, and Analysis, C. Peters and B. Warwick, eds., Chicago: Irwin Professional Publishing, 1997, pp. 481-485

Irwin, Scott H.
"Price Risk: A New Approach for a new Era."
1998 Agricultural Outlook Guide, p. 3. [Insert in Prairie Farmer]

Koontz, S.R. and P. Garcia.
"Meatpacker Conduct In Fed cattle Pricing: Multi-market Oligopsony Power"
The Journal of Agricultural and resource Economics. 22(1997,1): 87-103

Leuthold, R. M.
"random Walk and Price Trends: The Live cattle Futures Market"
Futures Markets, Volume II. A.G. Malliaris, ed. Edward Elgar Publishing, London, England, 1997, pp. 91-101

Manfredo, M.R. and R.M. Leuthold
"Agricultural applications of Value-at-risk Analysis: a perspective"
Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. 1998, pp. 293-306

Park, H., H-L Chen, and E. Pierzak.
"Do Stock Index Futures Price Overreact Relative to Cash Prices?"
Derivatives Quarterly. 4(1997, 2): 63-71

Pearson, N.
"Fixed Income Subtleties and the Pricing of Long Bonds"
Advanced Tools for the Fixed Income Professional. N. Jegadeesh and B. Tuckman, eds., John Wiley & Sons, forthcoming 1998.

Pearson, N., M. Barcley, and M. Weisbach.
"Open-End Mutual Funds and Captital Gains Taxes."
Journal of Finacial Economics. 49, No. 1, 1998.

Thompson, S., S. Irwin, and D. Good.
"Analysis of the Proposed Oredr of the Commodity Futures trading Commission to Change and to Supplement Proposed Rules Contracts in Corn and Soybeans"
Paper prepared for the Chicago Board of Trade, October 1997.

Thompson, S., S.T. Sonka, and D. Good.
"report on Implementation of Phase I of Stratso, a Communications and Information System for the U.S. Soybean Industry"
Report to the United soybean Board, October 1997. Http://www.ag.uiuc.edu/~stratsoy/phase1/

Thompson, S., S.T. Sonka.
"Potenial Effects of Information Technologies on the Economic Performance of Agricultural and Food Market."
American Journal of Agricultural Economics. 79(1997): 657--662

Zulauf, C. R. and S. H. Irwin.
"Market Efficiency and Marketing to Enhance Income of Crop Producers."
Agricultural Economics. 20(1998): Forthcoming