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Probabilistic Price Forecasts Based On Commodity Option Values

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  • King, Robert P.
  • Fackler, Paul L.

Abstract

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Suggested Citation

  • King, Robert P. & Fackler, Paul L., 1985. "Probabilistic Price Forecasts Based On Commodity Option Values," Staff Papers 14030, University of Minnesota, Department of Applied Economics.
    • Handle: RePEc:ags:umaesp:14030
    DOI: 10.22004/ag.econ.14030
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    File URL: https://ageconsearch.umn.edu/record/14030/files/p85-28.pdf
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    References listed on IDEAS

    as
    1. Black, Fischer, 1976. "The pricing of commodity contracts," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 167-179.
    2. Latane, Henry A & Rendleman, Richard J, Jr, 1976. "Standard Deviations of Stock Price Ratios Implied in Option Prices," Journal of Finance, American Finance Association, vol. 31(2), pages 369-381, May.
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    Cited by:

    1. Ford, Stephen A. & Ford, Beth Pride & Spreen, Thomas H., 1995. "Evaluation Of Alternative Risk Specifications In Farm Programming Models," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 24(1), pages 1-11, April.
    2. King, Robert P. & Black, J. Roy & Benson, Fred J. & Pavkov, Patti A., 1988. "The Agricultural Risk Management Simulator Microcomputer Program," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 20(2), pages 165-171, December.
    3. King, Robert P., 1985. "A Decision Support System For Commodity Marketing Management," Staff Papers 13827, University of Minnesota, Department of Applied Economics.
    4. Curtis, Charles E., Jr. & Carriker, Gordon L., 1988. "Estimating Implied Volatility Directly from "Nearest-to-the-Money" Commodity Option Premiums," Working Papers 116875, Clemson University, Department of Agricultural and Applied Economics.

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    Keywords

    Demand and Price Analysis;

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