Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 11 of 11 for “"Live Cattle Futures"”.
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Cross-Hedging Bison with Live Cattle Futures
… for bison producers are investigated using the live cattle futures contract. For the time periods researched, there is no clear evidence that cross-hedging reduces price risk for bison producers. However, there is a possibility that after the bison industry becomes more established and consumer …
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Composition of traders in live cattle futures contracts: behavior and implications to price discovery
… and price discovery are well developed roles for futures markets. The interaction between traders in futures markets in the transferring and acceptance of price risk contributes to the discovery of price. Interaction of traders in the risk transfer and price discovery processes is examined in this …
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The influence of specific trader groups on price discovery in the live cattle futures market
… of traders on the price discovery process in live cattle futures. This work was based on a conceptual model where traders select the information deemed most relevant for forecasting future prices and then make use of a translating mechanism to condense this information into a price …
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Tax treatment of trade in live cattle futures using a mean variance approach: implications to market efficiency and welfare changes
Cattle feeders are in a position to incorporate the influence of current and highly specific information into price discovery processes for live cattle and feeder cattle futures. The tax treatment of speculative trades in the cattle futures markets has the potential to effective block participation …
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Interaction between the cattle feeding sector and the live cattle futures market: implications to the stability of short-run cash slaughter cattle prices
The short-run interaction between the cattle feeding sector, as represented by <u>Cattle Fax</u> member feedlots, and the live cattle futures market is examined. The purpose of this research is to explore the simultaneity between placement decisions made in the cattle feeding sector and the price …
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Explaining Virginia slaughter cattle basis: an empirical examination of the elements affecting cash price in local Virginia markets
… with various characteristics of slaughter cattle in Virginia. Econometric models of Virginia slaughter cattle basis were developed for each practical combination of sex and market by differentials in weight, grade, breed, lot size, order of sale of a particular lot, number of cattle in a …
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Three essays on commodity markets
… investigate issues in agricultural commodity futures and cash markets. The first essay uses price discovery measures and intraday data to quantify the proportional contribution of nearby and deferred contracts in price discovery in the corn and live cattle futures markets. On average, nearby …
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Tax treatment of trade in cattle futures: possible implications to market efficiency and price stability
Prolonged imbalances between feeder cattle costs and the pricing opportunities being offered cause highly variable placements of cattle into feedlots and variability in fed cattle prices. Such variability imposes costs on everyone in the system, from producer to consumer. Cattle feeders are in a …
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Three essays in commodity futures markets
… themes including commodity storage theory, livestock marketing and price discovery, and intraday announcement effects in electronic futures markets are presented. In the first essay we investigate storage in the presence of backwardation and the existence of the Working curve for CBOT corn, …
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Price jumps and volatility in U.S. agricultural futures markets
Agricultural commodity futures markets have changed with the arrival of electronic trading. Electronic trading platforms have facilitated the emergence of automated systems in these markets which are now experiencing a race among traders to gain speed in implementing transactions. This new trading …
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Essays on Price Analysis of Livestock Market
… reduced beef demand, these effects were short lived and did not extend beyond one quarter. On the other hand, broiler consumption decreased during the HPAI outbreaks while beef and broiler consumption increased after such outbreaks. Our time-varying cross-price elasticities indicated that …