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Substitution between revenue futures and price futures contracts: A note

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  • David A. Hennessy

Abstract

In recent years, commercial interest has been expressed in agricultural revenue insurance instruments. Participating parties may look to futures markets to offset assumed positions. In this note, conditions are identified such that revenue futures contracts are perfect substitutes for price futures contracts. If these conditions approximate reality, then it would seem questionable whether sufficient interest would exist to sustain markets in both futures contracts. © 2002 Wiley Periodicals, Inc. Jrl Fut Mark 22:387–391, 2002

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  • David A. Hennessy, 2002. "Substitution between revenue futures and price futures contracts: A note," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 22(4), pages 387-391, April.
    • Handle: RePEc:wly:jfutmk:v:22:y:2002:i:4:p:387-391
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