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Optimal Hedging Strategies for Early-Planted Soybeans in the South

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Author Info
Sayle, James
Anderson, John
Coble, Keith
Hudson, Darren

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Abstract

Soybean production in the South has evolved over recent years from conventional soybean production systems (CSPS) in which soybeans are planted after May 1st to early soybean production systems (ESPS) in which soybeans are planted as early as mid-March. The shift was aided by the advent of herbicide-tolerant genetically modified soybeans and a shift toward minimum or no-till seedbed preparation. The ESPS provide an advantage over the CSPS by allowing the crop to surpass critical growth stages before encountering significant environmental, pest, or disease pressure. The CSPS harvest date only allows for hedging on the November contract, but the ESPS harvest date is generally before September, allowing the producer to hedge on the September contract. Little research has been completed to study the optimal hedge ratios of ESPS. The model presented in this paper will be used to determine the optimal hedge ratios for ESPS and CSPS while accounting for production risk and transaction cost.

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Publisher Info
Paper provided by American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) in its series 2006 Annual meeting, July 23-26, Long Beach, CA with number 21200.

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Date of creation: 2006
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Handle: RePEc:ags:aaea06:21200

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Keywords: Marketing;

References listed on IDEAS
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  1. Lapan, Harvey E. & Moschini, Giancarlo & Hanson, Steve, 2003. "Production Hedging and Speculative Decisions with Options and Future Markets," Staff General Research Papers 10810, Iowa State University, Department of Economics.
  2. Lence, Sergio H., 1996. "Relaxing The Assumptions Of Minimum-Variance Hedging," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 21(01), July. [Downloadable!]
  3. Cecchetti, Stephen G & Cumby, Robert E & Figlewski, Stephen, 1988. "Estimation of the Optimal Futures Hedge," The Review of Economics and Statistics, MIT Press, vol. 70(4), pages 623-30, November. [Downloadable!] (restricted)
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  4. Anderson, John D. & Coble, Keith H. & Miller, J. Corey, 2003. "Using Private Risk Management Instruments To Manage Counter-Cyclical Payment Risks Under The New Farm Bill," 2003 Conference, April 21-22, 2003, St. Louis, Missouri 18975, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
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This page was last updated on 2009-11-26.


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