Mark R. Manfredo

Arizona State University - Morrison School of Agribusiness and Resource Management

Assistant Professor

7001 E. Williams Field Road

Mesa, AZ 85212

SCHOLARLY PAPERS

5

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Top 33,985

in Total Papers Downloads

1,306

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Scholarly Papers (5)

1.

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 520 (52,678)
Citation 4

Abstract:

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2.

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 398 (73,182)

Abstract:

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3.

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 - Department of Agricultural and Consumer Economics
Downloads 388 (75,376)

Abstract:

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4.

Forecast Encompassing as the Necessary Condition to Reject Futures Market Efficiency: Fluid Milk Futures

American Journal of Agricultural Economics, Vol. 87, No. 3, pp. 610-620, August 2005
Posted: 20 Dec 2005
Dwight R. Sanders and Mark R. Manfredo
Southern Illinois University at Carbondale - Agribusiness Economics and Arizona State University - Morrison School of Agribusiness and Resource Management

Abstract:

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forecast encompassing, milk futures, pricing efficiency

5.

Pricing Weather Derivatives

American Journal of Agricultural Economics, Vol. 86, No. 4, pp. 1005-1017, November 2004
Posted: 08 Oct 2004
Timothy J. Richards, Mark R. Manfredo and Dwight R. Sanders
Arizona State University (ASU) - Morrison School of Agribusiness and Resource Management, Arizona State University - Morrison School of Agribusiness and Resource Management and Southern Illinois University at Carbondale - Agribusiness Economics

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