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Cash Settlement Impact on Fed Cattle Futures Contract Basis Risk in Brazil

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  • Rochelle, Thereza Christina Pippa
  • Filho, Joaquim Bento de Souza Ferreira

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  • Rochelle, Thereza Christina Pippa & Filho, Joaquim Bento de Souza Ferreira, 2000. "Cash Settlement Impact on Fed Cattle Futures Contract Basis Risk in Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 54(2), April.
    • Handle: RePEc:fgv:epgrbe:v:54:y:2000:i:2:a:768
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    References listed on IDEAS

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    1. Kenneth D. Carbade & William L. Silber, 1983. "Cash settlement of futures contracts: An economic analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 3(4), pages 451-472, December.
    2. Frank J. Jones, 1982. "The economics of futures and options contracts based on cash settlement," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 2(1), pages 63-82, March.
    3. Shroeder, Ted C. & Mintert, James R., 1988. "Hedging Feeder Steers And Heifers In The Cash-Settled Feeder Cattle Futures Market," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 13(2), pages 1-11, December.
    4. Philip Garcia & Raymond M. Leuthold & Mohamed E. Sarhan, 1984. "Basis Risk: Measurement and Analysis of Basis Fluctuations for Selected Livestock Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 66(4), pages 499-504.
    5. Don R. Rich & Raymond M. Leuthold, 1993. "Feeder cattle cash settlement: Hedging risk reduction or illusion?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 13(5), pages 497-514, August.
    6. Kenyon, David E. & Bainbridge, Bruce & Ernst, Robin, 1991. "Impact Of Cash Settlement On Feeder Cattle Basis," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 16(1), pages 1-13, July.
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