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 20 of 24 for “"live cattle"”.
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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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Meatpacker conduct, oligopsony power, and live cattle price dynamics
The influence of meatpacker conduct on daily cattle prices is examined in this study. Noncooperative game theory is used to model behavior in the meatpacking oligopsony. Theory suggests that for collusive behavior to persist in equilibrium, the oligopsony will follow a strategy with two actions: …
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Composition of traders in live cattle futures contracts: behavior and implications to price discovery
… in this dissertation. Data employed were for live cattle futures at the Chicago Mercantile Exchange developed from the confidential daily records of reporting trader positions maintained by the Commodity Futures Trading Commission. The analysis was for the period February 1983 through …
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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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The performance of market advisory services in feedlot margins over 1995-2004
… pricing performance of market advisory services’ live cattle hedging recommendations over 1995-2004. Also, feeder cattle, corn, and soybean meal recommendations were evaluated as input hedges and combined with the live cattle marketing recommendations to approximate the margin that a typical …
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Three essays on commodity markets
… contracts in price discovery in the corn and live cattle futures markets. On average, nearby contracts reflect information more quickly than deferred contracts in the corn market but have a relatively less dominant role in the live cattle market. In both markets, the nearby contract loses …
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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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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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Forecasting volatilities in option pricing: An application of Bayesian inference
… volatilities used in option pricing models for live cattle and live hog futures. The forecast problem is cast in the framework of Bayesian inference. Six types of individual forecast models are used--GARCH models, ARIMA models, systems of simultaneous equations, systems of seemingly unrelated …
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Quantile Connectedness and Tail Risks: Interactions between Agricultural and Energy Markets
… agricultural products (corn, soybeans, wheat, live cattle, lean hogs, cotton), across different market conditions. Our findings indicate that return spillovers intensify significantly in the tails of the return distribution compared to the median, with total connectedness approximately doubling …
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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
… in measuring efficient price variance in the live cattle futures market from 2011 to 2016, with emphasis on price variance behavior in recent years. The U.S. live cattle futures prices have experienced high levels of intraday price variance, starting in 2015, which have raised concerns about …
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Commercial Viability of Beef Cattle Production: A Case of Traditional Feedlots in Lake Zone, Tanzania.
Commercialization of traditional beef cattle production in Tanzania has been a great concern for improving beef cattle production in recent years. The assessment of profitability, value chain addition, possibilities of marketing transformation into contract farming and socioeconomic contribution of …
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Pre-slaughter assessment and selection in commercial beef cattle in relation to final carcase classification
The way we assess readiness for slaughter in beef cattle has not progressed in the past 200 years, with subjective visual and manual assessments of cattle still the primary mechanisms used to determine peak condition, resulting in less than half of all cattle carcases meeting a UK premium …
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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 …
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Essays on commodity investing and volatility risk
… a sample of options on corn, soybeans, wheat, live cattle, and lean hogs for 2003-2016, we nd that volatility risk is priced with a negative premium in agricultural commodity markets. Volatility risk premium shows a non-trivial term structure with its absolute value declining sharply in …
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Molecular investigation of bovine leukemia virus in selected wildlife in Zambia.
… costs and the ineligibility to export beef, live cattle, semen and ova. Consequently, EBL is listed as a disease of importance to international trade by the World Organization for Animal Health (OIE). There are ten distinct genotypes for BLV, genotype 1-10. While epidemiological studies have …
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