Multiple-year pricing strategies for corn and soybeans
Article Abstract:
Multiple-year pricing of corn and soybeans involves risky strategies but often result to higher productivity. The 3-year corn strategy entails selling of production equivalent to three years whenever December futures prices attain the top 5% of the historical futures price distribution. On the other hand, the 3-year soybean strategies call for selling of production equivalent to three years whenever November futures prices reach more than 10 or 15% price from the historical futures price distribution.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 1997
User Contributions:
Comment about this article or add new information about this topic:
The Risk Management Effectiveness of Multivariate Hedging Models in the U.S. Soy Complex
Article Abstract:
This paper studies proposed hedging strategies that use econometric techniques for reliable forecasts. Using U.S. soy complex data, the author finds no evidence to prove any advantage by the proposed strategies.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2000
User Contributions:
Comment about this article or add new information about this topic:
The impact of skewness in the hedging decision
Article Abstract:
A study examining the effect of skewness in a model of hedging on the hedger's decision is presented.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
User Contributions:
Comment about this article or add new information about this topic:
- Abstracts: Explaining and evaluating the implementation of organizational relationship marketing in the banking industry: clients' perception
- Abstracts: Man with a mortgage on home loans. Too many cooks in the mortgage kitchen. ADX: It's back to the futures, stage III
- Abstracts: The smell of money puts Daewoo in an expansive mood. Investors want to be in the red: fine wine is under close inspection from Australian fund managers
- Abstracts: Big stores dominate Christmas online. Schools get deeper into the Web
- Abstracts: Science for sale. Maus scampers home with the cheese