University of Illinois Urbana-Champaign

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Showing 181–210 of 6,249 items
Thumbnail for Dietary associations that may reduce metabolic syndrome risk in Mexican young adults
Dietary associations that may reduce metabolic syndrome risk in Mexican young adults
Mosley, Michelle

Thumbnail for E-Commerce and Agricultural Markets
E-Commerce and Agricultural Markets
Thompson, Sarahelen R.; Kunda, Eugene

Thumbnail for Agricultural Applications of Value-at-Risk Analysis: A Perspective
Agricultural Applications of Value-at-Risk Analysis: A Perspective
Manfredo, Mark R.; Leuthold, Raymond M.

Thumbnail for Hedging Revisited: Resolving Contractual Conflict
Hedging Revisited: Resolving Contractual Conflict
Pennings, Joost M.E.; Leuthold, Raymond M.

Thumbnail for Noise Trader Demand in Futures Markets
Noise Trader Demand in Futures Markets
Sanders, Dwight R.; Irwin, Scott H.; Leuthold, Raymond M.

Thumbnail for Did Producer Opportunities in the Live Hog Contract Decline?
Did Producer Opportunities in the Live Hog Contract Decline?
Zanini, Fabio; Garcia, Philip

Thumbnail for Economic Sustainability of Eleuthera
Economic Sustainability of Eleuthera
Heal, Jorian

Thumbnail for Temporal Price Relation between Stock and Option Markets and A Bias of Implied Volatility in Option Price
Temporal Price Relation between Stock and Option Markets and A Bias of Implied Volatility in Option Price
Boyle, Phelim P.; Byoun, Seokgu; Park, Hun Y.

Thumbnail for Modeling the Volatility of the Heath-Jarrow-Morton Model: A Multi-Factor GARCH Analysis
Modeling the Volatility of the Heath-Jarrow-Morton Model: A Multi-Factor GARCH Analysis
Zhou, Anjun

Thumbnail for Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes?
Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes?
Wei, Anning; Leuthold, Raymond M.

Thumbnail for Agricultural Futures Prices and Long Memory Processes
Agricultural Futures Prices and Long Memory Processes
Wei, Anning; Leuthold, Raymond M.

Thumbnail for Do Brokers Misallocate Customer Trades? Evidence from Futures Markets
Do Brokers Misallocate Customer Trades? Evidence from Futures Markets
Park, Hun Y.; Sarkar, Asani; Wu, Lifan

Thumbnail for Potential for Home-Use Hydroponic Systems To Increase Food Security in Cape Eleuthera, Bahamas
Potential for Home-Use Hydroponic Systems To Increase Food Security in Cape Eleuthera, Bahamas
Becraft, Alexandra

Thumbnail for Sustainable Tourism: Opportunities for Economic Development in Eleuthera
Sustainable Tourism: Opportunities for Economic Development in Eleuthera
Roy, Baili H.

Thumbnail for Hedging Short-term Corn Price Risks in Tokyo versus Chicago's Project A
Hedging Short-term Corn Price Risks in Tokyo versus Chicago's Project A
Leuthold, Raymond M.; Kim, Min-Kyoung

Thumbnail for Expectations Hypothesis of the Term Structure of Implied Volatility: Re-examination
Expectations Hypothesis of the Term Structure of Implied Volatility: Re-examination
Byoun, Soku; Kwok, Chuck C.Y.; Park, Hun Y.

Thumbnail for A Nonparametric Analysis of the Forward Rate Volatilities
A Nonparametric Analysis of the Forward Rate Volatilities
Pearson, Neil D.; Zhou, Anjun

Thumbnail for The Financial Industry's Challenge of Developing Commodity Derivatives
The Financial Industry's Challenge of Developing Commodity Derivatives
Pennings, Joost M.E.; Meulenberg, M.T.G.

Thumbnail for The Forecasting Value of New Crop Futures: A Decision-Making Framework
The Forecasting Value of New Crop Futures: A Decision-Making Framework
Sanders, Dwight R.; Garcia, Philip; Leuthold, Raymond M.

Thumbnail for Is the Short Rate Drift Actually Nonlinear?
Is the Short Rate Drift Actually Nonlinear?
Chapman, David A.; Pearson, Neil D.

Thumbnail for Using Proxies for the Short Rate: When are Three Months Like an Instant?
Using Proxies for the Short Rate: When are Three Months Like an Instant?
Chapman, David A.; Long, John B., Jr.; Pearson, Neil D.

Thumbnail for Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options
Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options
Poteshman, Allen M.; Serbin, Vitaly

Thumbnail for A Behavioral Approach towards Futures Contract Usage
A Behavioral Approach towards Futures Contract Usage
Pennings, Joost M.E.; Leuthold, Raymond M.

Thumbnail for Futures Exchange Innovations: Reinforcement versus Cannibalism
Futures Exchange Innovations: Reinforcement versus Cannibalism
Pennings, Joost M.E.; Leuthold, Raymond M.

Thumbnail for Commodity Futures Contract Viability: A Multidisciplinary Approach
Commodity Futures Contract Viability: A Multidisciplinary Approach
Pennings, Joost M.E.; Leuthold, Raymond M.

Thumbnail for Market Risk Measurement and the Cattle Feeding Margin: An Application of Value-at-Risk
Market Risk Measurement and the Cattle Feeding Margin: An Application of Value-at-Risk
Manfredo, Mark R.; Leuthold, Raymond M.

Thumbnail for Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches
Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches
Bera, Anil K.; Garcia, Philip; Roh, Jae Sun

Thumbnail for The Distributional Behavior of Futures Price Spread Changes: Parametric and Nonparametric Tests for Gold, T-Bonds, Corn and Live Cattle
The Distributional Behavior of Futures Price Spread Changes: Parametric and Nonparametric Tests for Gold, T-Bonds, Corn and Live Cattle
Kim, Min-Kyoung; Leuthold, Raymond M.

Thumbnail for Using Value-at-Risk to Control Risk Taking : How Wrong Can You Be?
Using Value-at-Risk to Control Risk Taking : How Wrong Can You Be?
Ju, Xiongwei; Pearson, Neil D.

Thumbnail for Market Efficiency and Marketing to Enhance Income of Crop Producers
Market Efficiency and Marketing to Enhance Income of Crop Producers
Zulauf, Carl R.; Irwin, Scott H.