A PRODUCER-LEVEL CROSS-HEDGE FOR ROUGH RICE USING WHEAT FUTURES
Autor: | Zacharias, Thomas P., Lange, Mark D., Gleason, William J., Traylor, Harlon D. |
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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 |
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