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An Evaluation Of Pricing Performance And Hedging Effectiveness Of The Barley Futures Market

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Author Info

  • Carter, Colin A.

Abstract

This paper investigates the pricing efficiency and hedging effectiveness of the Winnipeg barley futures market, using the Chicago corn futures market as a norm. Several tests of pricing efficiency were conducted and the stability of the basis was studied. The barley futures market operates in a heavily regulated economic environment and this is shown to impact on both price behavior and hedging opportunities.

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File URL: http://purl.umn.edu/32364
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Bibliographic Info

Article provided by Western Agricultural Economics Association in its journal Western Journal of Agricultural Economics.

Volume (Year): 09 (1984)
Issue (Month): 01 (July)
Pages:

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Handle: RePEc:ags:wjagec:32364

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Web page: http://waeaonline.org/
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Related research

Keywords: Crop Production/Industries; Marketing;

References

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  1. Carter, Colin A. & Rausser, Gordon C. & Schmitz, Andrew, 1982. "Efficient asset portfolios and the theory of normal backwardation," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt59c8m4x6, Department of Agricultural & Resource Economics, UC Berkeley.
  2. Danthine, Jean-Pierre, 1977. "Martingale, market efficiency and commodity prices," European Economic Review, Elsevier, vol. 10(1), pages 1-17.
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Cited by:
  1. Buccola, Steven T., 1989. "Pricing Efficiency In Agricultural Markets: Issues, Methods, And Results," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 14(01), July.
  2. Revoredo-Giha, Cesar & Zuppiroli, Marco, 0. "Commodity futures markets: are they an effective price risk management tool for the European wheat supply chain?," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), issue 3.

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