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The impact of USDA "Cattle on Feed" ...

Dhuyvetter, Kevin Charles.

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The impact of USDA "Cattle on Feed" reports on the cattle market.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	The impact of USDA "Cattle on Feed" reports on the cattle market./
作者:	Dhuyvetter, Kevin Charles.
出版者:	Ann Arbor : ProQuest Dissertations & Theses, : 1999,
面頁冊數:	141 p.
附註:	Source: Dissertation Abstracts International, Volume: 60-06, Section: A, page: 2149.
Contained By:	Dissertation Abstracts International60-06A.
標題:	Agricultural economics. -
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=9933079
ISBN:	9780599337077

The impact of USDA "Cattle on Feed" reports on the cattle market.
Dhuyvetter, Kevin Charles.

The impact of USDA "Cattle on Feed" reports on the cattle market. - Ann Arbor : ProQuest Dissertations & Theses, 1999 - 141 p.

Source: Dissertation Abstracts International, Volume: 60-06, Section: A, page: 2149.

Thesis (Ph.D.)--Kansas State University, 1999.

Bridge forecasts of the information contained in the USDA Cattle on Feed (COF) report (cattle on feed, placements, and marketings) from 36 private industry analysts and a composite forecast were evaluated to determine an appropriate proxy for anticipated information. The majority of forecasts were unbiased and nearly all were efficient. Unbiasedness and efficiency were rejected most often for marketings forecasts and least often for placements forecasts. The composite forecast was biased, but efficient for all variables forecasted. The composite forecast was generally superior to forecasts of individual analysts as well as forecasts from an autoregressive model and thus was used as a proxy for anticipated information.

ISBN: 9780599337077Subjects--Topical Terms:

3172150
Agricultural economics.

The impact of USDA "Cattle on Feed" reports on the cattle market.
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520 $a Bridge forecasts of the information contained in the USDA Cattle on Feed (COF) report (cattle on feed, placements, and marketings) from 36 private industry analysts and a composite forecast were evaluated to determine an appropriate proxy for anticipated information. The majority of forecasts were unbiased and nearly all were efficient. Unbiasedness and efficiency were rejected most often for marketings forecasts and least often for placements forecasts. The composite forecast was biased, but efficient for all variables forecasted. The composite forecast was generally superior to forecasts of individual analysts as well as forecasts from an autoregressive model and thus was used as a proxy for anticipated information.
520 $a The majority of individual analysts provided statistically similar forecasts. However, some analysts' forecasts were superior and others were inferior relative to other analysts. Also, some analysts were superior at forecasting some variables but not others indicating they have a comparative advantage in what they forecast. Several analysts provided extreme (high or low) forecasts more often than randomly expected. This may be done to draw attention to their firms because extreme forecasts typically were associated with relatively inaccurate forecasts. However, one analyst that provided extreme forecasts more often than randomly expected was relatively accurate suggesting that particular firm may have superior information to other firms. These results suggest it may be possible to construct an alternative composite forecast that is superior to the composite forecast reported by Bridge.
520 $a Live cattle and feeder cattle futures price changes were examined following the release of the COF report to determine if the report has value by providing new information to the market. The live cattle futures market was found to significantly respond to unanticipated information in the COF report pertaining to placements and marketings but not to cattle on feed. All significant responses to this information were incorporated in the first two days following the report indicating the market reacts quickly to new information. After accounting for changes in the live cattle market, the feeder cattle futures market still responded to unanticipated information in the COF report indicating the report has additional value to the feeder cattle market.
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