Access Statistics for Mark R. Manfredo

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Test of Forecast Consistency Using USDA Livestock Price Forecasts 0 0 0 13 1 2 3 61
AGRICULTURAL COOPERATIVES AND RISK MANAGEMENT:IMPACT ON FINANCIAL PERFORMANCE 0 0 1 89 4 6 12 309
Agricultural Applications of Value-at-Risk Analysis: A Perspective 0 1 5 983 1 4 10 3,515
Contribution to Price Discovery in the Forest Product Market: Futures, Forwards, and Spot Markets 0 0 0 32 3 5 7 103
Cooperative Risk Management: Rationale and Effectiveness 0 0 2 287 2 3 16 2,146
Do Analysts’ Earnings Per Share Forecasts Contain Valuable Information Beyond One Quarter? The Case of Publicly Traded Agribusiness Firms 0 0 0 10 2 2 3 43
FORECAST ENCOMPASSING AND FUTURES MARKET EFFICIENCY: THE CASE OF MILK FUTURES 0 0 1 20 2 3 7 120
Hedging Yield with Weather Derivatives: A Role for Options 1 1 1 71 2 5 8 200
Information Content in Deferred Futures Prices: Live Cattle and Hogs 0 0 0 6 6 8 14 76
Is the Local Basis Really Local? 0 0 0 10 0 2 2 65
KEEP UP THE GOOD WORK? AN EVALUATION OF THE USDA'S LIVESTOCK PRICE FORECASTS 0 0 0 5 0 0 3 155
MEASURING MARKET RISK OF THE CATTLE FEEDING MARGIN: AN APPLICATION OF VALUE-AT-RISK ANALYSIS 0 0 0 16 1 1 3 84
MINIMUM VARIANCE HEDGING AND THE ENCOMPASSING PRINCIPLE: ASSESSING THE EFFECTIVENESS OF FUTURES HEDGES 0 0 0 38 1 3 4 267
MODELING CONTRACT FORM: AN EXAMINATION OF CASH SETTLED FUTURES 0 0 0 44 2 2 2 283
Managing Economic Risk from Invasive Species: Bug Options 0 0 0 29 2 5 7 183
Market Risk Measurement and the Cattle Feeding Margin: An Application of Value-at-Risk 0 0 0 752 1 4 4 2,427
Multiple Horizons and Information in USDA Production Forecasts 0 0 0 3 3 3 4 26
PRICING WEATHER DERIVATIVES FOR AGRICULTURAL RISK MANAGEMENT 0 0 0 90 2 2 3 235
Post Merger Performance of Agricultural Cooperatives 0 0 1 55 1 1 6 145
Price Discovery in Private Cash Forward Markets - The Case of Lumber 0 0 0 30 1 2 4 245
Pricing Weather Derivatives 0 0 3 206 2 6 12 541
Quarterly Earnings Estimates for Publicly Traded Agribusinesses: An Evaluation 0 0 1 16 1 3 4 101
RE-CONSIDERING THE NECESSARY CONDITION FOR FUTURES MARKET EFFICIENCY: AN APPLICATION TO DAIRY FUTURES 0 0 0 10 1 3 3 79
RISK MANAGEMENT TECHNIQUES FOR AGRICULTURAL COOPERATIVES: AN EMPIRICAL EVALUATION 0 0 0 126 4 5 9 675
THE INFORMATION CONTENT OF IMPLIED VOLATILITY FROM OPTIONS ON AGRICULTURAL FUTURES CONTRACTS 0 0 2 29 2 2 7 243
THE PERFORMANCE OF WEATHER DERIVATIVES IN MANAGING RISKS OF SPECIALTY CROPS 0 0 3 54 2 4 11 240
TIME-VARYING MULTIPRODUCT HEDGE RATIO ESTIMATION IN THE SOYBEAN COMPLEX: A SIMPLIFIED APPROACH 0 0 2 39 1 3 6 158
USDA Production Forecasts for Pork, Beef, and Broilers: A Further Evaluation 0 0 0 3 2 2 5 55
WEATHER DERIVATIVES: MANAGING RISK WITH MARKET-BASED INSTRUMENTS 0 0 0 23 1 2 2 118
Total Working Papers 1 2 22 3,089 53 93 181 12,898


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accuracy and efficiency in the U.S. Department of Energy's short-term supply forecasts 0 0 0 16 0 0 1 71
Analyst's earnings estimates for publicly traded food companies: How good are they? 0 0 0 0 0 1 2 104
Comparing Hedging Effectiveness: An Application of the Encompassing Principle 0 0 0 24 2 2 3 93
Contract Design: A Note on Cash Settled Futures 0 0 0 127 1 1 2 562
Cooperative Mergers and Acquisitions: The Role of Capital Constraints 0 0 1 77 0 0 3 617
Cooperative risk management, rationale, and effectiveness: the case of dairy cooperatives 0 0 0 48 2 2 2 146
Economics and the Future: Time and Discounting in Private and Public Decision Making 0 0 0 13 1 1 4 59
Evaluating information in multiple horizon forecasts: The DOE's energy price forecasts 0 0 0 58 0 3 3 170
FORECASTING FED CATTLE, FEEDER CATTLE, AND CORN CASH PRICE VOLATILITY: THE ACCURACY OF TIME SERIES, IMPLIED VOLATILITY, AND COMPOSITE APPROACHES 0 0 0 46 4 9 10 155
Forecast Encompassing as the Necessary Condition to Reject Futures Market Efficiency: Fluid Milk Futures 0 0 0 44 2 2 3 148
Forecasting Basis Levels in the Soybean Complex: A Comparison of Time Series Methods 0 0 0 2 1 4 6 15
Forecasting Basis Levels in the Soybean Complex: A Comparison of Time Series Methods 0 0 0 77 1 4 7 227
Forecasting Fed Cattle, Feeder Cattle, and Corn Cash Price Volatility: The Accuracy of Time Series, Implied Volatility, and Composite Approaches 0 0 0 0 1 2 5 20
HEDGING SPOT CORN: AN EXAMINATION OF THE MINNEAPOLIS GRAIN EXCHANGE'S CASH SETTLED CORN CONTRACT 0 0 0 16 1 2 2 90
Hedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports 1 2 6 337 3 11 27 706
Hedging with weather derivatives: a role for options in reducing basis risk 0 0 0 150 3 5 10 435
Information Content in Deferred Futures Prices: Live Cattle and Hogs 0 0 0 8 8 9 11 73
Infrequent Shocks and Rating Revenue Insurance: A Contingent Claims Approach 0 0 0 17 2 2 2 109
Market risk and the cattle feeding margin: An application of Value-at-Risk 0 0 0 11 1 2 3 66
Multiple horizons and information in USDA production forecasts 0 0 0 4 3 4 4 45
Predicting Pork Supplies: An Application of Multiple Forecast Encompassing 0 0 0 0 4 9 11 14
Predicting Pork Supplies: An Application of Multiple Forecast Encompassing 0 0 0 16 1 1 2 62
Price discovery in a private cash forward market for lumber 0 0 0 5 1 1 2 72
Rationality of U.S. Department of Agriculture Livestock Price Forecasts: A Unified Approach 0 0 0 15 0 1 1 52
Rationality of U.S. Department of Agriculture Livestock Price Forecasts: A Unified Approach 0 0 0 0 0 0 0 5
Risk Premiums and Forward Basis: Evidence from the Soybean Oil Market 0 0 0 4 0 0 0 31
Spatial-Temporal Model of Insect Growth, Diffusion and Derivative Pricing 0 0 0 13 1 2 4 73
The Acquisition of IBP by Tyson Foods in 2001: Pre- and Post-Merger Financial Performance 0 0 2 54 0 1 4 149
The Development of Index Futures Contracts for Fruits and Vegetables 0 0 1 141 11 12 17 1,042
The Value of Public Price Forecasts: Additional Evidence in the Live Hog Market 0 0 0 14 0 0 0 63
The forecasting performance of implied volatility from live cattle options contracts: Implications for agribusiness risk management 0 0 0 15 1 2 2 113
The white shrimp futures market: Lessons in contract design and marketing 0 0 0 33 0 3 5 188
USDA Livestock Price Forecasts: A Comprehensive Evaluation 0 0 0 55 2 5 7 246
USDA PRODUCTION FORECASTS FOR PORK, BEEF, AND BROILERS: AN EVALUATION 0 0 0 16 0 1 2 81
Using Farm-Level Data to Improve Marketing and Planning: An Illustration with Live Hogs 0 0 0 2 0 2 3 27
Using USDA Production Forecasts: Adjusting for Smoothing 0 0 0 3 0 0 2 24
Value-at-Risk Analysis: A Review and the Potential for Agricultural Applications 0 0 0 6 1 1 2 27
Total Journal Articles 1 2 10 1,467 58 107 174 6,180


Statistics updated 2026-01-09