A PRODUCER-LEVEL CROSS-HEDGE FOR ROUGH RICE USING WHEAT FUTURES

Autor: Zacharias, Thomas P., Lange, Mark D., Gleason, William J., Traylor, Harlon D.
Jazyk: angličtina
Rok vydání: 1987
Předmět:
DOI: 10.22004/ag.econ.30201
Popis: This study explores the potential of routine preharvest cross-hedging of rough rice using wheat futures contract prices. A numerical simulation approach combined with risk efficiency analysis evaluates a wide rage of cross-hedging alternatives. Results establish that farm-level cross-hedging can be considered a viable marketing alternative.
Databáze: OpenAIRE