Market risk and the cattle feeding margin: an application of value-at-risk

Article Abstract:

The technique called Value-at-risk can be used to predict with sufficient confidence whether price decreases in fed cattle will significantly affect portfolios. The Risk-Metrics (TM) technique is especially for when linear payoffs are involved.

Cattle Ranching and Farming, Fed Cattle, Statistical Data Included, Models, Risk assessment, Securities

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The forecasting performance of implied volatility from live cattle options contracts: Implications for agribusiness risk management

Article Abstract:

The study examines the forecasting performance of implied volatility derived from live cattle options contracts in predicting 1-week volatility of nearby live cattle futures prices. It concludes that implied volatility is a biased and inefficient forecast of 1-week nearby live cattle futures price volatility.

Commodity & service prices, Economic aspects, Prices and rates, Cattle, Commodity futures, Company pricing policy

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Multiple horizons and information in USDA production forecasts

Article Abstract:

The method of Vuchelen and Gutierrez is used to evaluate the information content of United States Department of Agriculture (USDA) livestock production forecasts across multiple forecasts horizons. It is seen that even though forecasts are not very rational they provide the forecast user with unique information at every horizon.

Production management, United States. Department of Agriculture, Industry forecasts, Livestock productivity

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