# Top Downloads for: OFOR Working Paper Series

# This Month

- Agricultural Applications of Value-at-Risk Analysis: A Perspective [total: 14]
- Opportunity Cost and Prudentiality: An Analysis of Futures Clearinghouse Behavior [total: 12]
- Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches [total: 4]
- Evaluating the Hedging Potential of the Lean Hog Futures Contract [total: 4]
- Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options [total: 4]
- Forecasting Future Variance From Option Prices [total: 3]
- Noise Trader Demand in Futures Markets [total: 3]
- Expectations Hypothesis of the Term Structure of Implied Volatility: Re-examination [total: 2]
- Forecasting Cash Price Volatility of Fed Cattle, Feeder Cattle, and Corn: Time Series, Implied Volatility, and Composite Approaches [total: 2]
- The Forecasting Value of New Crop Futures: A Decision-Making Framework [total: 2]

# This Year

- Agricultural Applications of Value-at-Risk Analysis: A Perspective [total: 168]
- Opportunity Cost and Prudentiality: An Analysis of Futures Clearinghouse Behavior [total: 45]
- Evaluating the Hedging Potential of the Lean Hog Futures Contract [total: 36]
- Optimal Hedging Strategies for the U.S. Cattle Feeder [total: 31]
- Noise Trader Demand in Futures Markets [total: 31]
- Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches [total: 27]
- Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options [total: 24]
- The Distributional Behavior of Futures Price Spread Changes: Parametric and Nonparametric Tests for Gold, T-Bonds, Corn and Live Cattle [total: 21]
- Forecasting Cash Price Volatility of Fed Cattle, Feeder Cattle, and Corn: Time Series, Implied Volatility, and Composite Approaches [total: 19]
- Modeling the Volatility of the Heath-Jarrow-Morton Model: A Multi-Factor GARCH Analysis [total: 14]

# Overall

- Opportunity Cost and Prudentiality: An Analysis of Futures Clearinghouse Behavior [total: 1153]
- Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches [total: 1153]
- Using Value-at-Risk to Control Risk Taking : How Wrong Can You Be? [total: 1031]
- Agricultural Applications of Value-at-Risk Analysis: A Perspective [total: 1029]
- Noise Trader Demand in Futures Markets [total: 882]
- The Financial Industry's Challenge of Developing Commodity Derivatives [total: 744]
- Optimal Hedging Strategies for the U.S. Cattle Feeder [total: 696]
- Evaluating the Hedging Potential of the Lean Hog Futures Contract [total: 690]
- The Distributional Behavior of Futures Price Spread Changes: Parametric and Nonparametric Tests for Gold, T-Bonds, Corn and Live Cattle [total: 679]
- Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options [total: 656]