Author Page for Raymond M. Leuthold

Noise Traders, Market Sentiment, and Futures Price Behavior

OFOR-97-02

Number of pages: 39 Posted: 07 Nov 1997

Dwight R. Sanders, Scott H. Irwin and Raymond M. Leuthold

Southern Illinois University at Carbondale - Agribusiness Economics, University of Illinois at Urbana-Champaign and University of Illinois @ Urbana-Champaign

Downloads 905 (31,925)

Citation 9

Abstract:

2.

Long Agricultural Futures Prices: Arch, Long Memory, or Chaos Processes

University of Illinois OFOR Working Paper No. 98-03

Number of pages: 56 Posted: 21 Sep 1998

Anning Wei and Raymond M. Leuthold

Rabobank International, Hong Kong and University of Illinois @ Urbana-Champaign

Downloads 674 (47,724)

Citation 19

Abstract:

3.

Agricultural Applications of Value-at-Risk Analysis: A Perspective

University of Illinois, Office for Futures and Options Research Working Paper No. 98-04

Number of pages: 16 Posted: 24 Sep 1998

Mark R. Manfredo and Raymond M. Leuthold

Arizona State University - Morrison School of Agribusiness and Resource Management and University of Illinois @ Urbana-Champaign

Downloads 543 (62,888)

Citation 4

Abstract:

4.

Commodity Futures Contract Viability: A Multidisciplinary Approach

Office for Futures and Options Research (OFOR), Working Paper No. 99-02

Number of pages: 40 Posted: 24 Sep 1999

Joost M. E. Pennings and Raymond M. Leuthold

Maastricht University and University of Illinois @ Urbana-Champaign

Downloads 488 (71,774)

Citation 1

Abstract:

5.

Market Risk Measurement and the Cattle Feeding Margin: An Application of Value-at-Risk

Office for Futures & Options Research (OFOR) Working Paper No. 9904

Number of pages: 30 Posted: 25 Oct 1999

Mark R. Manfredo and Raymond M. Leuthold

Arizona State University - Morrison School of Agribusiness and Resource Management and University of Illinois @ Urbana-Champaign

Downloads 401 (90,597)

Abstract:

6.

Forecasting Cash Price Volatility of Fed Cattle, Feeder Cattle, and Corn: Time Series, Implied Volatility, and Composite Approaches

OFOR Working Paper No. 99-08

Number of pages: 41 Posted: 11 Jan 2000

Mark R. Manfredo, Raymond M. Leuthold and Scott H. Irwin

Arizona State University - Morrison School of Agribusiness and Resource Management, University of Illinois @ Urbana-Champaign and University of Illinois at Urbana-Champaign

Downloads 393 (92,708)

Citation 1

Abstract:

7.

Evaluating the Hedging Potential of the Lean Hog Futures Contract

OFOR Working Paper 96-03

Number of pages: 21 Posted: 17 Oct 1996

Mark W. Ditsch and Raymond M. Leuthold

Consolidated Grain & Barge Company and University of Illinois @ Urbana-Champaign

Downloads 386 (94,672)

Citation 8

Abstract:

8.

A Behavioral Approach Towards Futures Contract Usage

OFOR Working Paper No. 00-08

Number of pages: 29 Posted: 03 Nov 2000

Joost M. E. Pennings and Raymond M. Leuthold

Maastricht University and University of Illinois @ Urbana-Champaign

Downloads 297 (126,483)

Citation 1

Abstract:

9.

Agricultural Futures Prices and Long Memory Processes

OFOR Working Paper No. 00.04

Number of pages: 54 Posted: 14 Aug 2000

Anning Wei and Raymond M. Leuthold

Rabobank International, Hong Kong and University of Illinois @ Urbana-Champaign

Downloads 291 (129,182)

Citation 6

Abstract:

10.

Hedging Revisited: Resolving Contractual Conflicts

Office for Futures and Options Research Working Paper No. 00-01

Number of pages: 21 Posted: 13 Jul 2000

Joost M. E. Pennings and Raymond M. Leuthold

Maastricht University and University of Illinois @ Urbana-Champaign

Downloads 234 (160,901)

Citation 1

Abstract:

11.

Futures Exchange Innovations: Reinforcement Versus Cannibalism

Office for Futures and Options Research (OFOR), Working Paper No. 99-03

Number of pages: 33 Posted: 24 Sep 1999

Joost M. E. Pennings and Raymond M. Leuthold

Maastricht University and University of Illinois @ Urbana-Champaign

Downloads 219 (171,381)

Abstract:

12.

Optimal Hedging Strategies for the U.S. Cattle Feeder

University of Illinois, Office for Futures and Options Research Working Paper No. 98-02

Number of pages: 35 Posted: 24 Sep 1998

Mikhail A. Noussinov and Raymond M. Leuthold

affiliation not provided to SSRN and University of Illinois @ Urbana-Champaign

Downloads 215 (174,428)

Citation 1

Abstract:

13.

Hedging Short-Term Corn Price Risks in Tokyo Versus Chicago's Project a

OFOR Working Paper No. 00-02

Number of pages: 25 Posted: 13 Jul 2000

Raymond M. Leuthold and Min-Kyoung Kim

University of Illinois @ Urbana-Champaign and Information and Communications University (ICU)

Downloads 126 (274,072)

Abstract:

14.

The Forecasting Value of New Crop Futures: A Decision-Making Framework

University of Illinois, Office for Futures and Options Research Working Paper No. 98-05

Number of pages: 22 Posted: 28 Sep 1998

Dwight R. Sanders, Philip Garcia and Raymond M. Leuthold

Southern Illinois University at Carbondale - Agribusiness Economics, University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and University of Illinois @ Urbana-Champaign

Downloads 114 (294,513)

Citation 1

Abstract:

15.

The Role of Farmers' Behavioral Attitudes and Heterogeneity in Futures Contracts Usage

American Journal of Agricultural Economics, Vol. 82, Issue 4, pp. 908-919, 2000

Number of pages: 12 Posted: 24 Mar 2020

Joost M. E. Pennings and Raymond M. Leuthold

Maastricht University and University of Illinois @ Urbana-Champaign

Downloads 0 (794,839)

Citation 3

Add to Cart

Abstract:

16.

Introducing New Futures Contracts: Reinforcement Versus Cannibalism

Posted: 15 Jan 2003

Joost M. E. Pennings and Raymond M. Leuthold

Maastricht University and University of Illinois @ Urbana-Champaign

Abstract:

17.

The Role of Farmer's Behavioral Attitudes and Heterogeneity in Futures Contracts Usage

Posted: 01 Oct 2001

Joost M. E. Pennings and Raymond M. Leuthold

Maastricht University and University of Illinois @ Urbana-Champaign

Abstract:

18.

The Distributional Behavior of Futures Price Spreads

Posted: 16 Jan 2001

Min-Kyoung Kim and Raymond M. Leuthold

Information and Communications University (ICU) and University of Illinois @ Urbana-Champaign

Abstract:

19.

New Evidence on the Value of Public Information in Commodity Markets

OFOR Working Paper Number 94-04

Posted: 29 Oct 2000

Philip Garcia, Scott H. Irwin, Raymond M. Leuthold and Li Yang

University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign, University of Illinois @ Urbana-Champaign and Western Michigan University

Abstract:

20.

The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market

Posted: 03 May 2000

Raymond M. Leuthold, Philip Garcia and Richard Lu

University of Illinois @ Urbana-Champaign, University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and Feng Chia University

Abstract:

21.

Price Linkages in Selected Agricultural Industrial, Financial and Foreign Exchange Futures Markets Using Daily Data

OFOR Working Paper 94-10

Posted: 13 Sep 1999

Viswanath Tirupattur, Philip Garcia and Raymond M. Leuthold

Lincoln Investment Management, Inc., University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and University of Illinois @ Urbana-Champaign

Abstract:

22.

Cointegration Relations between Spot and Futures Prices for Storable Commodities: Implications for Hedging and Forecasting

OFOR Working Paper No. 94-12

Posted: 25 Aug 1999

Richard Lu and Raymond M. Leuthold

Feng Chia University and University of Illinois @ Urbana-Champaign

Raymond M. Leuthold

University of Illinois @ Urbana-Champaign

Thomas A. Hieronymus Professor Emeritus

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Scholarly Papers (22)

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The Role of Farmers' Behavioral Attitudes and Heterogeneity in Futures Contracts Usage

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