NCCC-134
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Quality Forecasts: Predicting When and How Much Markets Value Higher Protein Wheat
Anton Bekkerman and R. Trey Worley
Year: 2020
 

Abstract

Wheat markets stand out among other major crop commodity markets because pricing at the first point of exchange - typically a grain handling facility - is differentiated on specific quality characteristics. Moreover, the premiums and discounts that elevat

 
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Biodiesel Cross-Hedging Opportunities
Jason R. V. Franken, Scott H. Irwin, and Phil Garcia
Year: 2020
 

Abstract

We apply an encompassing framework to assess the viability of hedging spot biodiesel price risk for four U.S. markets with a conventionally used heating oil futures contract and a soybean oil futures contract based on the logic that supply shifts (i.e., p

 
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Short-Term Dynamics and Structural Changes in the United States and Brazil Soybean Basis: Seasonality, Volatility, Structural Breaks and Information Flows
David W. Bullock, William W. Wilson, and Prithviraj Lakkakula
Year: 2020
 

Abstract

Recently, the United States - China trade dispute has emphasized the importance of Brazil as a major export competitor in the global soybean market. In this paper, we examine the time series characteristics of United States and Brazilian soybean basis mar

 
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Corn and Soybean Pricing Strategies Using FAPRI Baselines and Ranges
Emily Scully, Daniel Jaegers, Matthew Green, Melinda Foster, Reece Frizzell, Melvin Brees, and Abner Womack
Year: 2020
 

Abstract

This research model examines the use of FAPRI baselines and ranges to develop marketing strategies for the sale of corn and soybeans. The goal was to create a disciplined and objective approach for selling crop which would ultimately increase prices recei

 
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The 2019 Government Shutdown Increased Uncertainty in Major Agricultural Commodity Markets
Raghav Goyal and Michael K. Adjemian
Year: 2020
 

Abstract

In January 2019, a government shutdown prevented the U.S. Department of Agriculture from publishing information about the situation and outlook for major U.S. agricultural commodities. We show that, as a result, Chicago Mercantile Exchange Board of Trade

 
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Why Grain Merchants Will Never Be So Na´ve to Use Minimum Variance Hedging in Daily Business: a Critical Discussion
Soren Prehn
Year: 2020
 

Abstract

Minimum variance hedging is probably one of the most popular concepts in the literature on agricultural futures markets. It has been applied many times in the literature, and all studies confirmed that minimum variance hedging has the potential to improve

 
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Ex-ante and Ex-post Effects of Price Limits in Commodity Futures Markets
Gabriel Blair Fontinelle and Joseph P. Janzen
Year: 2020
 

Abstract

After October 1987, financial crisis, market regulators created dispositive called circuit breaks to contain high levels of volatility. As a type of circuit break, price limits were adopted not only on stock markets but in commodity futures contracts as w

 
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