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Статті в журналах з теми "Cattle futures market prices"
Koontz, Stephen R., Michael A. Hudson, and Matthew W. Hughes. "Livestock Futures Markets And Rational Price Formation: Evidence For live Cattle And Live Hogs." Journal of Agricultural and Applied Economics 24, no. 1 (July 1992): 233–49. http://dx.doi.org/10.1017/s0081305200026157.
Повний текст джерелаHuffaker, Ray, and Monika Hartmann. "Reconstructing dynamics of foodborne disease outbreaks in the US cattle market from monitoring data." PLOS ONE 16, no. 1 (January 27, 2021): e0245867. http://dx.doi.org/10.1371/journal.pone.0245867.
Повний текст джерелаTurner, Steven C., Nancy S. Dykes, and John McKissick. "Feeder Cattle Price Differentials in Georgia Teleauctions." Journal of Agricultural and Applied Economics 23, no. 2 (December 1991): 75–84. http://dx.doi.org/10.1017/s0081305200018197.
Повний текст джерелаLusk, Jayson L., and Ted C. Schroeder. "Effects of Meat Recalls on Futures Market Prices." Agricultural and Resource Economics Review 31, no. 1 (April 2002): 47–58. http://dx.doi.org/10.1017/s1068280500003476.
Повний текст джерелаBulama, YaAshe M., Yakubu Bila, and Catherine O. Ojo. "TEST OF PRICE VOLATILITY: A CASE OF THE NIGERIAN CATTLE MARKET." American Journal of Economics 6, no. 1 (January 4, 2022): 1–12. http://dx.doi.org/10.47672/aje.890.
Повний текст джерелаBulama, YaAshe M., Yakubu Bila, and Catherine O. Ojo. "TEST OF PRICE VOLATILITY: A CASE OF THE NIGERIAN CATTLE MARKET." American Journal of Economics 6, no. 1 (January 4, 2022): 1–12. http://dx.doi.org/10.47672/aje.890.
Повний текст джерелаLima, Alexandre Vasconcelos, Rogério Boueri Miranda, and Mathias Schneid Tessmann. "Evaluation of the Future Price of Brazilian Commodities as a Predictor of the Price of the Spot Market." International Journal of Economics and Finance 14, no. 4 (March 25, 2022): 51. http://dx.doi.org/10.5539/ijef.v14n4p51.
Повний текст джерелаPanagiotou, Dimitrios, and Alkistis Tseriki. "Assessing the relationship between closing prices and trading volume in the US livestock futures markets." Studies in Economics and Finance 37, no. 3 (April 22, 2020): 413–28. http://dx.doi.org/10.1108/sef-09-2019-0352.
Повний текст джерелаFoster, Kenneth A., and Arthur M. Havenner. "COINTEGRATION AND SETTLEMENT OF COMMODITY FUTURES CONTRACTS." Macroeconomic Dynamics 3, no. 2 (June 1999): 226–42. http://dx.doi.org/10.1017/s1365100599011050.
Повний текст джерелаOellermann, Charles M., and Paul L. Farris. "Futures or Cash: Which Market Leads Live Beef Cattle Prices?" Journal of Futures Markets 5, no. 4 (1985): 529–38. http://dx.doi.org/10.1002/fut.3990050404.
Повний текст джерелаДисертації з теми "Cattle futures market prices"
Koontz, Stephen R. "Interaction between the cattle feeding sector and the live cattle futures market: implications to the stability of short-run cash slaughter cattle prices." Thesis, Virginia Polytechnic Institute and State University, 1985. http://hdl.handle.net/10919/50036.
Повний текст джерелаMaster of Science
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Rowsell, John. "Composition of traders in live cattle futures contracts: behavior and implications to price discovery." Diss., Virginia Tech, 1991. http://hdl.handle.net/10919/39772.
Повний текст джерелаPh. D.
Yun, Won-Cheol. "Tax treatment of trade in cattle futures : possible implications to market efficiency and price stability /." Thesis, This resource online, 1992. http://scholar.lib.vt.edu/theses/available/etd-11242009-020149/.
Повний текст джерелаMurphy, Robert David. "The influence of specific trader groups on price discovery in the live cattle futures market." Diss., This resource online, 1995. http://scholar.lib.vt.edu/theses/available/etd-06062008-150905/.
Повний текст джерелаSilveira, Rodrigo Lanna Franco da. "Análise das operações de cross hedge do bezerro e do hedge do boi gordo no mercado futuro da BM&F." Universidade de São Paulo, 2002. http://www.teses.usp.br/teses/disponiveis/11/11132/tde-09012003-082031/.
Повний текст джерелаThe aim of the present study is to analyze the cross hedge operation for calves in the BM&F future markets. The basis risk of these operations during the contract maturity weeks were calculated, as well as the optimal hedge ratios and the respective effectiveness. The period considered was September, 1995 to February, 2001, and the regions were chosen according to their importance in commercialization of bovine cattle: Araçatuba (SP), Bauru/Marília (SP), São José do Rio Preto (SP), Presidente Prudente (SP), Três Lagoas (MG), Triângulo Mineiro (MG), Campo Grande (MS) and Noroeste do Paraná. For the sake of comparisons, the same analyses were carried for the fed cattle hedge operations, in the same regions. The average value of the basis and the basis risk of fed cattle hedge and calf cross hedge was calculated for 58 future contracts, in the last week of contract life, and econometric analyses were performed. The main results arising from the preceding analyses can be pointed out: i) average basis value and basis risk of calf were higher than the values of fed cattle in all regions; ii) the basis standard deviation for fed cattle was 80,67% lower than for calf; iii) the regions comprised by IBG, calculated by the CEPEA/FEALQ, showed lower fed cattle basis risk compared to the other regions under study; iv) the calf basis risk in the regions studied did not present statistically significant differences. In a second stage, the study analyzed the optimal hedge ratio and the related effectiveness of own and cross hedge, according to the methodology proposed by Myers & Thompson (1989). The estimated hedge ratio was high in both cases, between 37% and 49% for the optimal hedge ratio and 58% to 63% for the cross hedge. The own hedge figures mean a 50% reduction in price risk when hedging at the optimal ratio, a value that drops consistently to about 1,5% for all regions when the cross hedge is considered. The main conclusion of the study is that the BM&F fed cattle future markets are quite effective as a price risk reduction strategy for the own hedge operations, but lack effectiveness in this sense for the calves cross hedge. Market agents trying to use the calf price and the exchange relation between fed cattle and calf prices for cattle selling decisions should not rely on this mechanism for price risk reductions.
McKaig, Andrew J. "Are asset prices predictable? : evidence from the UK futures market." Thesis, University of Aberdeen, 1998. http://digitool.abdn.ac.uk/R?func=search-advanced-go&find_code1=WSN&request1=AAIU105678.
Повний текст джерелаGoetz, Cole Louis. "The Effects of Futures Markets on the Spot Price Volatility of Storable Commodities." Thesis, North Dakota State University, 2019. https://hdl.handle.net/10365/29795.
Повний текст джерелаKeyser, Johannes de Kock. "The relationship between futures prices and expected future spot prices : some South African evidence." Thesis, Stellenbosch : Stellenbosch University, 2002. http://hdl.handle.net/10019.1/53155.
Повний текст джерелаENGLISH ABSTRACT: A unique data set consisting of economists' expectations on key economic indicators was examined within the context of the controversial normal backwardation theory of Keynes. The economists' expectations were regarded as the expected future spot price and the relationship between them and the corresponding futures contracts was analysed. The respective economic indicators were: i) the yield from aparastatal Bond, ii) the yield from Government Bonds, iii) the rate of the 90 day Banker's Acceptance (BA) Deposit Rate and iv) the Rand/Dollar (R/$) Exchange Rate for the past seven years, i.e. 1995 to 2001. The accuracy of the economists' predictions was tested both on a visual basis and the relationship between the expected values and the futures prices was plotted in a graphical format. A nonparametric statistical procedure was used to determine whether the economists' expectations were of any value. To put it differently, the question being posed is: do these economists, as a group, possess some superior forecasting skills? Two different conclusions were reached from the analysis: First conclusion: by accepting the normal backwardation theory, it implies that the contango theory also holds. Therefore, when analysing the data set visually - depending on which theory it supports - the futures price must trade consistently below or above the expected future spot price. For this particular analysis the yield of the bond, and not its price, was the important factor. In most cases the plotted relationships between the expected values and the futures prices were found to support the contango theory and, to a lesser extent, the normal backwardation theory. Hence, speculators were, in order to make profits, predominately sellers of futures contracts. Second conclusion: the strongest conclusion, however, follows from the statistical tests conducted on the expected values. It was found that economists do possess some superior forecasting skills and if they had used their predictions and had taken the corresponding market positions, they would have been consistent winners in the futures market. Their reward would be mainly for their ability to forecast eventual spot prices and, to a lesser extent, for their risk bearing. It was impossible to link the two conclusions to confirm the normal backwardation theory, for the particular South African data set. The evidence is thus consistent with the hypothesis that the futures price is an unbiased estimate of the expected future spot price.
AFRIKAANSE OPSOMMING: 'n Unieke datastel, bestaande uit ekonome se vooruitsigte van kern ekonomiese aanwysers, is ondersoek binne die konteks van die omstrede normale terugwaardasie-teorie (d.i. "normal backwardation theory") van Keynes. Die ekonome se vooruitsigte is aanvaar as die verwagte toekomstige kontantprys en die verhouding hiertussen en die ooreenstemmende termynpryse is ontleed. Die onderskeie ekonomiese aanwysers was: i) die opbrengs op 'n Semi-Staatseffek, ii) die opbrengs op Staatseffekte, iii) die koers van die negentig-dae-Bankaksepte (BA) Depositokoers en iv) die Rand/Dollar (R/$) Wisselkoers oor die afgelope sewe jaar, d.w.s. 1995 tot 2001. Die akkuraatheid van die ekonome se vooruitskattings is op 'n visuele basis vergelyk, en die verhouding tussen die verwagte prys en die termynpryse is in grafiese formaat gekarteer. 'n Nie-parametriese statistiese prosedure is gebruik om vas te stel of hierdie ekonome se vooruitsigte van enige waarde was. Anders gestel, die vraag is: beskik hierdie ekonome as 'n groep oor sekere superieure vooruitskattingsvaardighede? Die volgende twee afsonderlike gevolgtrekkings is geformuleer: Eerste gevolgtrekking: deur die normale terugwaardasie-teorie te aanvaar, impliseer dit dat die contango-teorie (d.i, "contango theory") ook geldig is. Dus, wanneer die datastel visueel getoets word - afhangende van watter teorie dit ondersteun - moet die termynprys konsekwent bo of onder die verwagte toekomstige kontantprys verhandel. Vir hierdie bepaalde analise was die opbrengs van die staatseffek die belangrike faktor en nié die prys daarvan nie. In die meeste gevalle het die gekarteerde verhouding tussen die verwagte prys en die termynprys getoon dat dit die contango-teorie ondersteun het en, in 'n mindere mate, die normale terugwaardasie-teorie. Derhalwe was spekulante, ten einde wins te maak, oorwegend die verkopers van termynkontrakte. Tweede gevolgtrekking: die belangrikste gevolgtrekking volg egter uit die statistiese toetse wat uitgevoer is op die verwagte pryse. Daar is bevind dat ekonome wel oor superieure vooruitskattingsvaardighede beskik en dat, indien hulle hul vooruitskattings gebruik en die ooreenstemmende markposisies ingeneem het, hulle konsekwent wenners in die termynmark sou gewees het. Hulle vergoedings sou hoofsaaklik gewees het vir hulle vermoë om uiteindelike kontantpryse te voorspel en, in 'n mindere mate, vir hulle risiko-blootstelling. Dit was onmoontlik om hierdie twee vergelykings met mekaar te verbind om sodoende die normale terugwaardasie-teorie te onderskryf vir die betrokke Suid-Afrikaanse datastel. Die bewyslewering is dus konsekwent met die hipotese dat die termynprys 'n onsydige skatting van die verwagte toekomstige kontantprys is.
Ely, David Paul. "Futures markets and cash price stability." The Ohio State University, 1986. http://rave.ohiolink.edu/etdc/view?acc_num=osu1272292312.
Повний текст джерелаNilsson, Mattias. "Is The Oil Market Efficient? : A Cointegration Study of Spot and Futures Prices." Thesis, Mid Sweden University, Department of Social Sciences, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-527.
Повний текст джерелаThe oil market is arguably the most influential commodity market in the world, in that it has an effect on all economic variables in one way or another. Due to oil’s central role in the world economy, it is of the utmost importance that all parts of society strive to increase the understanding of how the market works. This study has analysed the efficiency of the oil market in the period 1986 to 2008, with the efficient market hypothesis as the theoretical framework. Data on the prices of spot and futures contracts on crude and heating oil has been collected from the New York Mercantile Exchange, and tested for cointegration, with the underlying assumption being that cointegration is a sign of weak form efficiency. The results implies that the spot and futures prices have not been cointegrated during the studied period, and thus we conclude that the oil market has not behaved in accordance with the weak form of the efficient market hypothesis.
Книги з теми "Cattle futures market prices"
Evans, Kevin J. An integrated approach to modeling price volatility in the live cattle futures market. Ithaca, N.Y: Dept. of Agricultural Economics, Cornell University Agricultural Experiment Station, New York State College of Agriculture and Life Sciences, Cornell University, 1992.
Знайти повний текст джерелаFolwell, Raymond J. Aspects of Washington-Oregon cattlemen using futures market. [Pullman, Wash.]: Agriculture Research Center, College of Agriculture and Home Economics, Washington State University, 1985.
Знайти повний текст джерелаD, Hamilton James. Daily changes in fed funds futures prices. Cambridge, Mass: National Bureau of Economic Research, 2007.
Знайти повний текст джерелаTomek, William G. Dynamics of price changes: Implications for agricultural futures markets. Ithaca, N.Y: Dept. of Agricultural Economics, Cornell University Agricultural Experiment Station, New York State College of Agriculture and Life Sciences, Cornell University, 1993.
Знайти повний текст джерелаLiang, Shen, ed. Yi ge nong min de yi wan chuan qi: A farmers hundreds of millions of wealth legend. Beijing: Zhongguo jing ji, 2013.
Знайти повний текст джерелаAnalyzing and forecasting futures prices: A guide for hedgers, speculators, and traders. New York: Wiley, 1992.
Знайти повний текст джерелаPiazzesi, Monika. Futures prices as risk-adjusted forecasts of monetary policy. Cambridge, Mass: National Bureau of Economic Research, 2004.
Знайти повний текст джерелаPiazzesi, Monika. Futures prices as risk-adjusted forecasts of monetary policy. Cambridge, MA: National Bureau of Economic Research, 2004.
Знайти повний текст джерелаGoetzmann, William N. Index funds and stock market growth. Cambridge, MA: National Bureau of Economic Research, 1999.
Знайти повний текст джерелаGilbert, Christopher L. Cocoa market liberalization: Its effects on quality, futures trading and prices. London: Queen Mary and Westfield College, 1997.
Знайти повний текст джерелаЧастини книг з теми "Cattle futures market prices"
Lowry, Mark Newton. "Futures prices and hidden stocks of refined oil products." In International Commodity Market Models, 263–73. Dordrecht: Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4_14.
Повний текст джерелаArtus, Patrick. "When does the creation of a futures market destabilize spot prices?" In International Commodity Market Models, 233–52. Dordrecht: Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4_12.
Повний текст джерелаKumar, Raushan, Nand Kumar, Aynalem Shita, and Sanjay Kumar Pandey. "Lead–Lag Relationship Between Spot and Futures Prices of Indian Agri Commodity Market." In Lecture Notes in Mechanical Engineering, 339–48. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-15-8542-5_29.
Повний текст джерелаAdugna, Teressa. "4. Determinants of Market Prices of Livestock: The Case of Cattle in Alemaya, Eastern Ethiopia." In Pastoral Livestock Marketing in Eastern Africa, 57–72. Rugby, Warwickshire, United Kingdom: Practical Action Publishing, 2006. http://dx.doi.org/10.3362/9781780440323.004.
Повний текст джерелаSimpson, John L. "Natural Gas Market Liberalization: An Examination of UK and US Futures and Spot Prices." In Energy Economics and Financial Markets, 175–94. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-30601-3_10.
Повний текст джерелаLerkeitthamrong, Khunanont, Chatchai Khiewngamdee, and Rossarin Osathanunkul. "Impacts of Global Market Volatility and US Dollar on Agricultural Commodity Futures Prices: A Panel Cointegration Approach." In Structural Changes and their Econometric Modeling, 412–22. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-04263-9_32.
Повний текст джерела"Using futures prices to control inflation: reply to Garrison and White." In Money and the Market, 114–17. Routledge, 2013. http://dx.doi.org/10.4324/9781315011615-18.
Повний текст джерелаZhu, Heliang, Xi Zhang, and Patricia Ordenaz de Pablos. "The Role of Gold Market as Stabilizer of Service Industry." In Advances in Logistics, Operations, and Management Science, 267–82. IGI Global, 2016. http://dx.doi.org/10.4018/978-1-4666-9758-4.ch014.
Повний текст джерелаEkblom, Anneli. "A Historical Ecology of Cattle in Mozambique." In At Nature's Edge, 81–104. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780199489077.003.0004.
Повний текст джерела"The structure of prices of other instruments of a financial market. Forwards, futures, bonds." In Translations of Mathematical Monographs, 73–83. Providence, Rhode Island: American Mathematical Society, 1999. http://dx.doi.org/10.1090/mmono/184/08.
Повний текст джерелаТези доповідей конференцій з теми "Cattle futures market prices"
He, Qizhi. "The Relationship between Prices of Domestic and Foreign Futures Market." In 2009 International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2009. http://dx.doi.org/10.1109/bife.2009.169.
Повний текст джерелаChen, A. P., H. Y. Chiu, C. C. Sheng, and Y. H. Huang. "Do markets behave as expected? Empirical test using both implied volatility and futures prices for the Taiwan Stock Market." In COMPUTATIONAL FINANCE 2006. Southampton, UK: WIT Press, 2006. http://dx.doi.org/10.2495/cf060291.
Повний текст джерелаStaugaitis, Algirdas Justinas. "Financial speculation impact on agricultural commodity price volatility: TGARCH approach." In 21st International Scientific Conference "Economic Science for Rural Development 2020". Latvia University of Life Sciences and Technologies. Faculty of Economics and Social Development, 2020. http://dx.doi.org/10.22616/esrd.2020.53.014.
Повний текст джерелаXie Yuan and Chen Ru-kai. "The net fuzzy clustering analysis of the sugar prices at home and abroad? —Based on the data of the four big futures market in the first quarter of 2012." In 2013 8th International Conference on Computer Science & Education (ICCSE). IEEE, 2013. http://dx.doi.org/10.1109/iccse.2013.6554049.
Повний текст джерелаЗвіти організацій з теми "Cattle futures market prices"
Hong, Harrison, and Motohiro Yogo. What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices? Cambridge, MA: National Bureau of Economic Research, January 2011. http://dx.doi.org/10.3386/w16712.
Повний текст джерела