# Top Downloads for: OFOR Working Paper Series

# This Month

- Agricultural Applications of Value-at-Risk Analysis: A Perspective [total: 32]
- Evaluating the Hedging Potential of the Lean Hog Futures Contract [total: 15]
- Opportunity Cost and Prudentiality: An Analysis of Futures Clearinghouse Behavior [total: 15]
- Optimal Hedging Strategies for the U.S. Cattle Feeder [total: 13]
- Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches [total: 12]
- The Distributional Behavior of Futures Price Spread Changes: Parametric and Nonparametric Tests for Gold, T-Bonds, Corn and Live Cattle [total: 11]
- Forecasting Cash Price Volatility of Fed Cattle, Feeder Cattle, and Corn: Time Series, Implied Volatility, and Composite Approaches [total: 10]
- Noise Trader Demand in Futures Markets [total: 10]
- Using Value-at-Risk to Control Risk Taking : How Wrong Can You Be? [total: 7]
- Temporal Price Relation between Stock and Option Markets and A Bias of Implied Volatility in Option Price [total: 7]

# This Year

- Agricultural Applications of Value-at-Risk Analysis: A Perspective [total: 305]
- Evaluating the Hedging Potential of the Lean Hog Futures Contract [total: 112]
- Opportunity Cost and Prudentiality: An Analysis of Futures Clearinghouse Behavior [total: 89]
- Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches [total: 70]
- Optimal Hedging Strategies for the U.S. Cattle Feeder [total: 70]
- Noise Trader Demand in Futures Markets [total: 64]
- The Distributional Behavior of Futures Price Spread Changes: Parametric and Nonparametric Tests for Gold, T-Bonds, Corn and Live Cattle [total: 50]
- Forecasting Cash Price Volatility of Fed Cattle, Feeder Cattle, and Corn: Time Series, Implied Volatility, and Composite Approaches [total: 48]
- Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options [total: 46]
- Forecasting Future Variance From Option Prices [total: 42]

# Overall

- Opportunity Cost and Prudentiality: An Analysis of Futures Clearinghouse Behavior [total: 1197]
- Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches [total: 1196]
- Agricultural Applications of Value-at-Risk Analysis: A Perspective [total: 1166]
- Using Value-at-Risk to Control Risk Taking : How Wrong Can You Be? [total: 1053]
- Noise Trader Demand in Futures Markets [total: 915]
- Evaluating the Hedging Potential of the Lean Hog Futures Contract [total: 766]
- The Financial Industry's Challenge of Developing Commodity Derivatives [total: 759]
- Optimal Hedging Strategies for the U.S. Cattle Feeder [total: 735]
- The Distributional Behavior of Futures Price Spread Changes: Parametric and Nonparametric Tests for Gold, T-Bonds, Corn and Live Cattle [total: 708]
- Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options [total: 678]