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Is there an Optimal Month to Forward Contract?

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Abstract

Futures and forward contracts for harvest delivery should be efficient predictors of the price at harvest, with no obvious trend in profitability of hedging across various months. However, data collected from 1993 to 2013 reveals that there may actually be an economically optimal time for grain producers to forward contract.

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  • Dermot J. Hayes, 2014. "Is there an Optimal Month to Forward Contract?," Center for Agricultural and Rural Development (CARD) Publications apr-winter-2014-4, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    • Handle: RePEc:ias:cpaper:apr-winter-2014-4
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    File URL: https://www.card.iastate.edu/ag_policy_review/article/?a=13
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    File URL: https://www.card.iastate.edu/ag_policy_review/pdf/winter-2014.pdf
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    Cited by:

    1. Li, Ziran, 2017. "Three essays on commodity markets," ISU General Staff Papers 201701010800006361, Iowa State University, Department of Economics.

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