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Working Papers
E85 and
Fuel Efficiency: An Empirical Analysis of 2007 EPA Test Data Forthcoming in
the Journal of Energy Policy.
The Role of Yield-Price Correlation
in Setting Optimal N Application Rates for Corn Production Presented at the
2006 AAEA Meetings in Long Beach, CA
Technical Analysis and Genetic
Programming: Constructing and Testing a Commodity Portfolio Presented
at the 2003 NCR-134 Conference on Applied Commodity Price Analysis, Forecasting,
and Market Risk Management.
The Value of Technical Analysis
- this is an early draft. I've found a way to implement a much better fitness
function, but it is computationally very costly. I'm running the new simulations
now. I am also working on a variant using commodity futures prices, which adds a
number of wrinkles.
Commodities, Options, and
Volatility: Modelling Agricultural Futures Prices (was Curing Commodity Kurtosis?)
Presented at the 1999 AAEA Annual Meetings, now in review at the AJAE.
State Space Modelling of
Commodity Price Term Structure. with Paul L. Fackler. Presented
at the 1999 AAEA Annual Meetings
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