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Hedging and Joint Production: Theory and Illustrations

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Author Info
Anderson, Ronald W
Danthine, Jean-Pierre

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Publisher Info
Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 35 (1980)
Issue (Month): 2 (May)
Pages: 487-98
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Handle: RePEc:bla:jfinan:v:35:y:1980:i:2:p:487-98

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  1. PN Snowden & G Benavides, 2005. "Futures for farmers: hedging participation and the Mexican corn scheme," Working Papers 002167, Lancaster University Management School, Economics Department. [Downloadable!]
  2. Dahlgran, Roger A., 2007. "Inventory and Transformation Hedging Effectiveness in Corn Crushing," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37557, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
  3. Fei Chen & Charles Sutcliffe, 2007. "Better cross hedges with composite hedging? Hedging equity portfoloios using financial and commodity features," ICMA Centre Discussion Papers in Finance icma-dp2007-04, Henley Business School, Reading University. [Downloadable!]
  4. Christos Floros & Dimitrios V. Vougas, 2004. "Hedge ratios in Greek stock index futures market," Applied Financial Economics, Taylor and Francis Journals, vol. 14(15), pages 1125-1136, October. [Downloadable!] (restricted)
  5. G. Benavides & P. Snowden, 2006. "Futures for farmers: Hedging participation and the Mexican corn scheme," The Journal of Development Studies, Taylor and Francis Journals, vol. 42(4), pages 698-712, May. [Downloadable!] (restricted)
  6. Lence, Sergio H. & Sakong, Yong & Hayes, Dermot J., 1993. "Multiperiod Production with Forward and Options Markets," Staff General Research Papers 634, Iowa State University, Department of Economics. [Downloadable!]
    Other versions:
  7. Shi, Wei & Irwin, Scott H., 2005. "A Bayesian Implementation of the Standard Optimal Hedging Model: Parameter Estimation Risk and Subjective Views," 2005 Annual meeting, July 24-27, Providence, RI 19155, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  8. Anil K. Bera & Philip Garcia & Jae-Sun Roh, 1997. "Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches," Finance 9712007, EconWPA. [Downloadable!]
  9. Dahlgran, Roger A., 2002. "Inventory And Transformation Risks In Soybean Processing," 2002 Conference, April 22-23, 2002, St. Louis, Missouri 19054, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
  10. Leuthold, Raymond M. & Noussinov, Mikhail A., 1999. "Optimal Hedging Strategies For The U.S. Cattle Feeder," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 17(1). [Downloadable!]
  11. Mikhail A. Noussinov & Raymond M. Leuthold, 1998. "Optimal Hedging Strategies for the U.S. Cattle Feeder," Finance 9804004, EconWPA. [Downloadable!]
  12. Joost M.E. Pennings & Raymond M. Leuthold, 1999. "Futures Exchange Innovations: Reinforcement versus Cannibalism," Finance 9905003, EconWPA. [Downloadable!]
  13. Joost M.E. Pennings & Raymond M. Leuthold, 1999. "Commodity Futures Contract Viability: A Multidisciplinary Approach," Finance 9905002, EconWPA. [Downloadable!]
  14. Werker, B.J.M. & Goorbergh, R.W.J. van den & Roon, de F.A., 2003. "Economic hedging portfolios," Discussion Paper 102, Tilburg University, Center for Economic Research. [Downloadable!]
  15. Dahlgran, Roger A., 2005. "Hedging Cash Flows from Commodity Processing," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19046, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
  16. Cordier, Jean, 2008. "Farm Risk Management Between Normal Business Risk and Climatic/Market Shocks," 108th Seminar, February 8-9, 2008, Warsaw, Poland 48105, European Association of Agricultural Economists. [Downloadable!]
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