IDEAS home Printed from https://ideas.repec.org/f/pma2656.html
   My authors  Follow this author

Mark R. Manfredo

Personal Details

First Name:Mark
Middle Name:R.
Last Name:Manfredo
Suffix:
RePEc Short-ID:pma2656
[This author has chosen not to make the email address public]

Affiliation

Morrison School of Agribusiness & Resource Management
Arizona State University Polytechnic

Mesa, Arizona (United States)
https://wpcarey.asu.edu/agribusiness-degrees

: (480) 727-1585


RePEc:edi:msasuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Lewis, Daniel & Manfredo, Mark R. & Sanders, Dwight R. & Scott, Winifred, 2012. "Do Analysts’ Earnings Per Share Forecasts Contain Valuable Information Beyond One Quarter? The Case of Publicly Traded Agribusiness Firms," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124480, Agricultural and Applied Economics Association.
  2. Manfredo, Mark R. & Sanders, Dwight R. & Scott, Winifred, 2008. "Quarterly Earnings Estimates for Publicly Traded Agribusinesses: An Evaluation," 2008 Annual Meeting, June 23-24, 2008, Big Sky, Montana 42436, Western Agricultural Economics Association.
  3. Sanders, Dwight R. & Garcia, Philip & Manfredo, Mark R., 2007. "Information Content in Deferred Futures Prices: Live Cattle and Hogs," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37562, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  4. Sanders, Dwight R. & Manfredo, Mark R., 2006. "Multiple Horizons and Information in USDA Production Forecasts," 2006 Conference, April 17-18, 2006, St. Louis, Missouri 18997, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  5. Manfredo, Mark R. & Sanders, Dwight R., 2006. "Contribution to Price Discovery in the Forest Product Market: Futures, Forwards, and Spot Markets," 2006 Annual meeting, July 23-26, Long Beach, CA 21250, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  6. Manfredo, Mark R. & Sanders, Dwight R., 2006. "Is the Local Basis Really Local?," 2006 Conference, April 17-18, 2006, St. Louis, Missouri 19001, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  7. Manfredo, Mark R. & Richards, Timothy J., 2005. "Hedging Yield with Weather Derivatives: A Role for Options," 2005 Annual meeting, July 24-27, Providence, RI 19369, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  8. Fournier, Valerie & Manfredo, Mark R. & Richards, Timothy J. & Eaves, James, 2005. "Managing Economic Risk from Invasive Species: Bug Options," 2005 Annual meeting, July 24-27, Providence, RI 19553, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  9. Sanders, Dwight R. & Manfredo, Mark R., 2005. "Price Discovery in Private Cash Forward Markets - The Case of Lumber," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19049, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  10. Sanders, Dwight R. & Manfredo, Mark R., 2005. "A Test of Forecast Consistency Using USDA Livestock Price Forecasts," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19042, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  11. Manfredo, Mark R. & Sanders, Dwight R., 2004. "Forecast Encompassing And Futures Market Efficiency: The Case Of Milk Futures," 2004 Annual meeting, August 1-4, Denver, CO 20267, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  12. Richards, Timothy J. & Manfredo, Mark R. & Sanders, Dwight R., 2004. "Pricing Weather Derivatives," Working Papers 28536, Arizona State University, Morrison School of Agribusiness and Resource Management.
  13. Sanders, Dwight R. & Manfredo, Mark R., 2004. "Re-Considering The Necessary Condition For Futures Market Efficiency: An Application To Dairy Futures," 2004 Conference, April 19-20, 2004, St. Louis, Missouri 19025, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  14. Fleege, Trevor A. & Richards, Timothy J. & Manfredo, Mark R. & Sanders, Dwight R., 2004. "The Performance Of Weather Derivatives In Managing Risks Of Specialty Crops," 2004 Conference, April 19-20, 2004, St. Louis, Missouri 19026, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  15. Manfredo, Mark R. & Richards, Timothy J. & McDermott, Scott, 2003. "Risk Management Techniques For Agricultural Cooperatives: An Empirical Evaluation," 2003 Conference, April 21-22, 2003, St. Louis, Missouri 18985, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  16. Manfredo, Mark R. & Richards, Timothy J., 2003. "Cooperative Risk Management: Rationale and Effectiveness," Working Papers 28540, Arizona State University, Morrison School of Agribusiness and Resource Management.
  17. Manfredo, Mark R. & Richards, Timothy J. & McDermott, Scott, 2003. "Agricultural Cooperatives And Risk Management:Impact On Financial Performance," 2003 Annual meeting, July 27-30, Montreal, Canada 22217, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  18. Manfredo, Mark R. & Sanders, Dwight R., 2003. "Minimum Variance Hedging And The Encompassing Principle: Assessing The Effectiveness Of Futures Hedges," 2003 Annual meeting, July 27-30, Montreal, Canada 22247, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  19. Sanders, Dwight R. & Manfredo, Mark R., 2003. "Keep Up The Good Work? An Evaluation Of The Usda'S Livestock Price Forecasts," 2003 Conference, April 21-22, 2003, St. Louis, Missouri 18990, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  20. Richards, Timothy J. & Manfredo, Mark R. & Sanders, Dwight R., 2003. "Pricing Weather Derivatives For Agricultural Risk Management," 2003 Conference, April 21-22, 2003, St. Louis, Missouri 18979, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  21. Richards, Timothy J. & Manfredo, Mark R. & Sanders, Dwight R., 2002. "Weather Derivatives: Managing Risk With Market-Based Instruments," 2002 Conference, April 22-23, 2002, St. Louis, Missouri 19074, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  22. Sanders, Dwight R. & Manfredo, Mark R., 2002. "Modeling Contract Form: An Examination Of Cash Settled Futures," 2002 Conference, April 22-23, 2002, St. Louis, Missouri 19069, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  23. Manfredo, Mark R. & Sanders, Dwight R., 2002. "The Information Content Of Implied Volatility From Options On Agricultural Futures Contracts," 2002 Conference, April 22-23, 2002, St. Louis, Missouri 19071, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  24. Sanders, Dwight R. & Manfredo, Mark R., 2001. "USDA Production Forecasts for Pork, Beef, and Broilers: A Further Evaluation," 2001 Conference, April 23-24, 2001, St. Louis, Missouri 18960, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  25. Richards, Timothy J. & Manfredo, Mark R., 2001. "Post Merger Performance of Agricultural Cooperatives," 2001 Annual meeting, August 5-8, Chicago, IL 20531, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  26. Manfredo, Mark R. & Garcia, Philip & Leuthold, Raymond M., 2000. "Time-Varying Multiproduct Hedge Ratio Estimation In The Soybean Complex: A Simplified Approach," 2000 Conference, April 17-18 2000, Chicago, Illinois 18933, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  27. Mark R. Manfredo. & Raymond M. Leuthold, 1999. "Market Risk Measurement and the Cattle Feeding Margin: An Application of Value-at-Risk," Finance 9908002, University Library of Munich, Germany.
  28. Manfredo, Mark R. & Leuthold, Raymond M., 1999. "Measuring Market Risk Of The Cattle Feeding Margin: An Application Of Value-At-Risk Analysis," 1999 Annual meeting, August 8-11, Nashville, TN 21628, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  29. Mark R. Manfredo & Raymond M. Leuthold, 1998. "Agricultural Applications of Value-at-Risk Analysis: A Perspective," Finance 9805002, University Library of Munich, Germany.

Articles

  1. Karen E. Lewis & Ira J. Altman & Mark R. Manfredo & Dwight R. Sanders, 2015. "Risk Premiums and Forward Basis: Evidence from the Soybean Oil Market," Agribusiness, John Wiley & Sons, Ltd., vol. 31(3), pages 388-398, June.
  2. Mark R. Manfredo & Dwight R. Sanders & Winifred D. Scott, 2011. "Analyst's earnings estimates for publicly traded food companies: How good are they?," Agribusiness, John Wiley & Sons, Ltd., vol. 27(3), pages 261-279, June.
  3. Michelle Wolfe & Scott Stressman & Mark Manfredo, 2011. "The Acquisition of IBP by Tyson Foods in 2001: Pre- and Post-Merger Financial Performance," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(2), pages 642-647.
  4. Mark Manfredo, 2010. "Economics and the Future: Time and Discounting in Private and Public Decision Making," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 92(5), pages 1499-1502.
  5. Sanders, Dwight R. & Manfredo, Mark R. & Boris, Keith, 2009. "Evaluating information in multiple horizon forecasts: The DOE's energy price forecasts," Energy Economics, Elsevier, vol. 31(2), pages 189-196.
  6. Mark Manfredo & Timothy Richards, 2009. "Hedging with weather derivatives: a role for options in reducing basis risk," Applied Financial Economics, Taylor & Francis Journals, vol. 19(2), pages 87-97.
  7. Sanders, Dwight & Altman, Ira J. & Manfredo, Mark R. & Anderson, Rachel, 2009. "Using USDA Production Forecasts: Adjusting for Smoothing," Journal of the ASFMRA, American Society of Farm Managers and Rural Appraisers, vol. 2009, pages 1-9.
  8. Sanders, Dwight R. & Manfredo, Mark R. & Boris, Keith, 2008. "Accuracy and efficiency in the U.S. Department of Energy's short-term supply forecasts," Energy Economics, Elsevier, vol. 30(3), pages 1192-1207, May.
  9. T.J. Richards & J. Eaves & M. Manfredo & S.E. Naranjo & C.-C. Chu & T.J. Henneberry, 2008. "Spatial-Temporal Model of Insect Growth, Diffusion and Derivative Pricing," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 90(4), pages 962-978.
  10. Dwight R. Sanders & Mark R. Manfredo, 2008. "Multiple horizons and information in USDA production forecasts," Agribusiness, John Wiley & Sons, Ltd., vol. 24(1), pages 55-66.
  11. Sanders, Dwight R. & Garcia, Philip & Manfredo, Mark R., 2008. "Information Content in Deferred Futures Prices: Live Cattle and Hogs," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(1), pages 1-12, April.
  12. Manfredo, Mark R. & Sanders, Dwight R., 2008. "Price discovery in a private cash forward market for lumber," Journal of Forest Economics, Elsevier, vol. 14(1), pages 73-89, January.
  13. Sanders, Dwight R. & Manfredo, Mark R., 2007. "Rationality of U.S. Department of Agriculture Livestock Price Forecasts: A Unified Approach," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 39(1), pages 75-85, April.
  14. Mark R. Manfredo & Timothy J. Richards, 2007. "Cooperative risk management, rationale, and effectiveness: the case of dairy cooperatives," Agricultural Finance Review, Emerald Group Publishing, vol. 67(2), pages 311-339, November.
  15. Sanders, Dwight R. & Manfredo, Mark R., 2006. "Forecasting Basis Levels in the Soybean Complex: A Comparison of Time Series Methods," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 38(3), pages 1-11, December.
  16. Sanders, Dwight & Apgar, Gary & Manfredo, Mark R., 2005. "Using Farm-Level Data to Improve Marketing and Planning: An Illustration with Live Hogs," Journal of the ASFMRA, American Society of Farm Managers and Rural Appraisers, vol. 2005, pages 1-8.
  17. Dwight R. Sanders & Mark R. Manfredo, 2005. "Forecast Encompassing as the Necessary Condition to Reject Futures Market Efficiency: Fluid Milk Futures," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 87(3), pages 610-620.
  18. Sanders, Dwight R. & Manfredo, Mark R., 2004. "Predicting Pork Supplies: An Application of Multiple Forecast Encompassing," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 36(3), pages 1-11, December.
  19. Sanders, Dwight R. & Boris, Keith & Manfredo, Mark, 2004. "Hedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports," Energy Economics, Elsevier, vol. 26(3), pages 425-445, May.
  20. Mark R. Manfredo & Dwight R. Sanders, 2004. "The forecasting performance of implied volatility from live cattle options contracts: Implications for agribusiness risk management," Agribusiness, John Wiley & Sons, Ltd., vol. 20(2), pages 217-230.
  21. Manfredo, Mark R. & Sanders, Dwight R., 2004. "The Value of Public Price Forecasts: Additional Evidence in the Live Hog Market," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 22(2), pages 1-13.
  22. Sanders, Dwight R. & Manfredo, Mark R., 2004. "Comparing Hedging Effectiveness: An Application of the Encompassing Principle," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 29(1), pages 1-14, April.
  23. Sanders, Dwight R. & Manfredo, Mark R., 2003. "USDA Livestock Price Forecasts: A Comprehensive Evaluation," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(2), pages 1-19, August.
  24. Manfredo Mark R & Sanders Dwight R, 2003. "Contract Design: A Note on Cash Settled Futures," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 1(1), pages 1-14, February.
  25. Richards, Timothy J. & Manfredo, Mark R., 2003. "Cooperative Mergers and Acquisitions: The Role of Capital Constraints," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(1), pages 1-17, April.
  26. Richards, Timothy J. & Manfredo, Mark R., 2003. "Infrequent Shocks and Rating Revenue Insurance: A Contingent Claims Approach," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(2), pages 1-19, August.
  27. Sanders, Dwight R. & Manfredo, Mark R. & Greer, Tracy D., 2003. "Hedging Spot Corn: An Examination Of The Minneapolis Grain Exchange'S Cash Settled Corn Contract," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 21(1), pages 1-17.
  28. Dwight R. Sanders & Mark R. Manfredo, 2002. "The white shrimp futures market: Lessons in contract design and marketing," Agribusiness, John Wiley & Sons, Ltd., vol. 18(4), pages 505-522.
  29. Sanders, Dwight R. & Manfredo, Mark R., 2002. "Usda Production Forecasts For Pork, Beef, And Broilers: An Evaluation," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(1), pages 1-14, July.
  30. Mark R. Manfredo & Raymond M. Leuthold, 2001. "Market risk and the cattle feeding margin: An application of Value-at-Risk," Agribusiness, John Wiley & Sons, Ltd., vol. 17(3), pages 333-353.
  31. Manfredo, Mark R. & Leuthold, Raymond M. & Irwin, Scott H., 2001. "Forecasting Fed Cattle, Feeder Cattle, And Corn Cash Price Volatility: The Accuracy Of Time Series, Implied Volatility, And Composite Approaches," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 33(3), pages 1-16, December.
  32. Mark R. Manfredo & Raymond M. Leuthold, 1999. "Value-at-Risk Analysis: A Review and the Potential for Agricultural Applications," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 21(1), pages 99-111.
  33. Manfredo, Mark R. & Libbin, James D., 1998. "The Development of Index Futures Contracts for Fruits and Vegetables," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 16(1), pages 1-22.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (2) 2008-12-01 2012-06-25
  2. NEP-AGR: Agricultural Economics (1) 2008-12-01
  3. NEP-FMK: Financial Markets (1) 1998-10-08
  4. NEP-LAB: Labour Economics (1) 2008-12-01

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Mark R. Manfredo should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.