Raymond M. Leuthold

University of Illinois @ Urbana-Champaign

Thomas A. Hieronymus Professor Emeritus

1301 W. Gregory Drive

326 Mumford Hall

Urbana, IL 61801

United States

SCHOLARLY PAPERS

21

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CITATIONS
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Top 21,473

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21

Scholarly Papers (21)

1.

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 - Department of Agricultural and Consumer Economics and University of Illinois @ Urbana-Champaign
Downloads 865 (26,301)
Citation 6

Abstract:

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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 652 (38,660)
Citation 19

Abstract:

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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 520 (51,972)
Citation 4

Abstract:

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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 464 (60,002)

Abstract:

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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 398 (72,226)
Citation 4

Abstract:

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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 - Department of Agricultural and Consumer Economics
Downloads 388 (74,391)
Citation 7

Abstract:

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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 370 (78,607)
Citation 5

Abstract:

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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 292 (102,423)
Citation 1

Abstract:

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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 284 (105,590)
Citation 3

Abstract:

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10.

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 217 (138,794)

Abstract:

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11.

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 205 (146,426)
Citation 1

Abstract:

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12.

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 180 (165,038)
Citation 6

Abstract:

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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 123 (225,884)
Citation 1

Abstract:

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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 111 (243,484)

Abstract:

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15.

Introducing New Futures Contracts: Reinforcement Versus Cannibalism

Journal of International Money & Finance, Vol. 20, 2001
Posted: 15 Jan 2003
Joost M. E. Pennings and Raymond M. Leuthold
Maastricht University and University of Illinois @ Urbana-Champaign

Abstract:

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16.

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

American Journal of Agricultural Economics, Vol. 82, No. 4, November 2000
Posted: 01 Oct 2001
Joost M. E. Pennings and Raymond M. Leuthold
Maastricht University and University of Illinois @ Urbana-Champaign

Abstract:

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17.

The Distributional Behavior of Futures Price Spreads

Journal of Agricultural & Applied Economics, Vol. 32, No. 1, April 2000
Posted: 16 Jan 2001
Min-Kyoung Kim and Raymond M. Leuthold
Information and Communications University (ICU) and University of Illinois @ Urbana-Champaign

Abstract:

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corn, futures price spreads, gold, goodness of fit, live cattle, normality tests, spread distributions, T-bonds.

18.

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

Abstract:

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19.

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

JOURNAL OF BUSINESS, Vol 67 No 3, July 1994
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:

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20.

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:

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21.

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

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