The white shrimp futures market: Lessons in contract design and marketing
Abstract
The successful introduction of futures contracts to industries unfamiliar with futures markets is likely to become increasingly important as futures exchanges move to alternative governance structures (e.g., for-profit corporations), trading platforms evolve (i.e., electronic|Internet trading), and regulatory requirements relax. Here, we examine the performance of the Minneapolis Grain Exchange's white shrimp futures contract, one of the first futures contracts aimed at the aquaculture industry. Although the market structure largely conforms to the traditional criteria for a successful futures market, the contract's performance is disappointing in terms of liquidity, basis behavior, and ultimately, hedging effectiveness. Furthermore, nonpar-size delivery options embedded in the contract design likely impact basis behavior for certain hedges. While these reasons contributed to the ultimate demise of the contract, a general lack of knowledge regarding futures markets among the shrimp industry was also a factor. Given these findings, pragmatic implications for the introduction and marketing of new futures contracts into new industries are discussed. [JEL|EconLit: Q130, Q140, G130] © 2002 Wiley Periodicals, Inc.Download Info
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Article provided by John Wiley & Sons, Ltd. in its journal Agribusiness.
Volume (Year): 18 (2002)
Issue (Month): 4 ()
Pages: 505-522
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Web page: http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1520-6297
Related research
Keywords:Find related papers by JEL classification:
- Q13 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Markets and Marketing; Cooperatives; Agribusiness
- Q14 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Finance
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
References
References listed on IDEASPlease report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- E. Neal Blue & Marvin L. Hayenga & Sergio H. Lence & E. Dean Baldwin, 1998.
"Futures spread risk in soybean multiyear hedge-to-arrive contracts,"
Agribusiness,
John Wiley & Sons, Ltd., vol. 14(6), pages 467-474.
- Blue, E. N. & Hayenga, Marvin L. & Lence, Sergio H. & Baldwin, E. Dean, 1998. "Futures Spread Risk in Soybean Multi-Year Hedge-To-Arrive Contracts," Staff General Research Papers 1328, Iowa State University, Department of Economics.
- Anderson, Ronald W & Danthine, Jean-Pierre, 1981. "Cross Hedging," Journal of Political Economy, University of Chicago Press, vol. 89(6), pages 1182-96, December.
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