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Wheat Forward Contract Pricing: Evidence on Forecast Power and Risk Premia

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Author Info
Shi, Wei
Irwin, Scott H.
Good, Darrel L.
Dietz, Sarah N.

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Abstract

While the risk premium hypothesis in futures markets has been the subject of a long and continuous controversy, the risk premium hypothesis in forward markets is also of interest among economists. The hypothesis is supported by some theoretical arguments and empirical evidence yet remains an open question. We in this study apply a two-equation regression model similar to those used in (Fama and French (1987} and de Roon et al. (1998) to analyze the risk premiums in forward markets, particularly, using the pre-harvest wheat forward markets in Illinois (1982-2004) and Kansas (1990-2004) as an example. The two-equation regression model consists of a forecasting equation, which uses a forward basis during a pre-harvest period to forecast the spot basis at the following harvest period, and a risk premium equation, which uses the forward basis to predict the risk premium to be realized at the harvest. The empirical results show that, first, the average realized risk premiums for Illinois fluctuate around a level during the entirety of a pre-harvest period, while the risk premiums for Kansas show a slight downward trend as time approaches the harvest. The average realized risk premiums are generally positive and bigger for Illinois than for Kansas, but all mean risk premiums are within one units of their corresponding standard deviations. Second, the pre-harvest forward bases have reliable forecasting power for the spot harvest bases and contain information regarding the risk premiums, which strongly recommend estimating risk premiums conditional on forward bases.

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Paper provided by NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management in its series 2005 Conference, April 18-19, 2005, St. Louis, Missouri with number 19043.

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Date of creation: 2005
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Handle: RePEc:ags:ncrfiv:19043

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Web page: http://www.agebb.missouri.edu/ncrext/ncr134/

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Keywords: Marketing;

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References listed on IDEAS
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.:
  1. Heath, David & Jarrow, Robert & Morton, Andrew, 1992. "Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation," Econometrica, Econometric Society, vol. 60(1), pages 77-105, January. [Downloadable!] (restricted)
  2. Fama, Eugene F & French, Kenneth R, 1987. "Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage," Journal of Business, University of Chicago Press, vol. 60(1), pages 55-73, January. [Downloadable!] (restricted)
  3. Townsend, John P. & Brorsen, B. Wade, 2000. "Cost Of Forward Contracting Hard Red Winter Wheat," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 32(01), April. [Downloadable!]
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  4. Bessembinder, Hendrik & Chan, Kalok, 1992. "Time-varying risk premia and forecastable returns in futures markets," Journal of Financial Economics, Elsevier, vol. 32(2), pages 169-193, October. [Downloadable!] (restricted)
  5. Hirshleifer, David, 1989. "Determinants of Hedging and Risk Premia in Commodity Futures Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 24(03), pages 313-331, September. [Downloadable!]
  6. Carter, Colin A & Rausser, Gordon C & Schmitz, Andrew, 1983. "Efficient Asset Portfolios and the Theory of Normal Backwardation," Journal of Political Economy, University of Chicago Press, vol. 91(2), pages 319-31, April. [Downloadable!] (restricted)
  7. Breeden, Douglas T, 1980. " Consumption Risk in Futures Markets," Journal of Finance, American Finance Association, vol. 35(2), pages 503-20, May. [Downloadable!] (restricted)
  8. Hazuka, Thomas B, 1984. " Consumption Betas and Backwardation in Commodity Markets," Journal of Finance, American Finance Association, vol. 39(3), pages 647-55, July. [Downloadable!] (restricted)
  9. Nijman, T.E. & Roon, F.A. de & Veld, C., 1996. "Pricing term structure risk in futures markets," Discussion Paper 78, Tilburg University, Center for Economic Research. [Downloadable!]
  10. Lester G. Telser, 1958. "Futures Trading and the Storage of Cotton and Wheat," Journal of Political Economy, University of Chicago Press, vol. 66, pages 233. [Downloadable!] (restricted)
  11. Dusak, Katherine, 1973. "Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums," Journal of Political Economy, University of Chicago Press, vol. 81(6), pages 1387-1406, Nov.-Dec.. [Downloadable!] (restricted)
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  1. Taylor, Mykel R. & Dhuyvetter, Kevin C. & Kastens, Terry L., 2006. "Forecasting Crop Basis Using Historical Averages Supplemented with Current Market Information," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 31(03), December. [Downloadable!]
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