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Price Pooling and the Gains from Hedging: Application to a Swedish Grain Cooperative

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  • Johnson, D. Demcey
  • Nilsson, Tomas K.H.
  • Andersson, Hans

Abstract

Optimal hedging strategies are analyzed for a cooperative operating a price pooling system in the presence of price and quantity risk. A three-period model, accounting for default risk and storage, is developed. Hedging allows the cooperative to increase the pool price offered to farmers by 2.8 - 4% for moderate risk parameters.

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File URL: http://purl.umn.edu/20554
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Bibliographic Info

Paper provided by American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) in its series 2001 Annual meeting, August 5-8, Chicago, IL with number 20554.

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Date of creation: 2001
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Handle: RePEc:ags:aaea01:20554

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Keywords: Agribusiness; Marketing;

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  1. Robert J. Myers & Steven D. Hanson, 1996. "Optimal Dynamic Hedging in Unbiased Futures Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 78(1), pages 13-20.
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