The Dynamic Hedging Effectiveness for Soybean Farmers of Mato Grosso with Futures Contracts of BM&F
AbstractPaper presented in the VII PENSA CONFERENCE, November/2009, FEA/USP, São Paulo, Brazil.
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Bibliographic InfoPaper provided by Agecon Search in its series Miscellaneous Papers with number 54990.
Date of creation: Nov 2009
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Dynamic hedge; effectiveness; soybeans; Mato Grosso; Agribusiness; Marketing;
Other versions of this item:
- Rocha, Waldemar Antonio da & Caldarelli, Carlos Eduardo, 2010. "The Dynamic Hedging Effectiveness For Soybean Farmers Of Mato Grosso With Futures Contracts Of Bm&F," Organizacoes Rurais e Agroindustriais/Rural and Agro-Industrial Organizations, Universidade Federal de Lavras, Departamento de Administracao e Economia, vol. 12(1).
- NEP-ALL-2009-12-05 (All new papers)
Please 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.:
- Ederington, Louis H, 1979. "The Hedging Performance of the New Futures Markets," Journal of Finance, American Finance Association, vol. 34(1), pages 157-70, March.
- 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.
- Lence, Sergio H., 1996. "Relaxing the Assumptions of Minimum-Variance Hedging," Staff General Research Papers 5156, Iowa State University, Department of Economics.
- Wenling Yang & David E. Allen, 2005. "Multivariate GARCH hedge ratios and hedging effectiveness in Australian futures markets," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 45(2), pages 301-321.
- Carter, Colin A., 1999. "Commodity futures markets: a survey," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 43(2).
- Karolyi, G Andrew, 1995. "A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(1), pages 11-25, January.
- Chris Brooks & Olan T. Henry & Gita Persand, 2002. "The Effect of Asymmetries on Optimal Hedge Ratios," The Journal of Business, University of Chicago Press, vol. 75(2), pages 333-352, April.
- Peter S. Sephton, 1993. "Optimal Hedge Ratios at the Winnipeg Commodity Exchange," Canadian Journal of Economics, Canadian Economics Association, vol. 26(1), pages 175-93, February.
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