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Hedging and Income Stability: Concepts, Implications, and an Example

Citations

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  1. Sergio H. Lence & Dermot J. Hayes, 1994. "The Empirical Minimum-Variance Hedge," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 76(1), pages 94-104.
  2. Musser, Wesley N., 1992. "A Historical Overview of Estimation of Historical Risk Coefficients," 1992 Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk Meeting, March 22-25, 1992, Orlando, Florida 307862, Regional Research Projects > S-232: Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk.
  3. Young, Ralph & Tomek, William G., 1978. "A Comparison Of Marketing Strategies For Potatoes In Upstate New York," Journal of the Northeastern Agricultural Economics Council, Northeastern Agricultural and Resource Economics Association, vol. 7(2), pages 1-6, October.
  4. Henry L. Bryant & Michael S. Haigh, 2005. "Derivative pricing model and time‐series approaches to hedging: A comparison," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 25(7), pages 613-641, July.
  5. Puntsag, Davgadorj, 2020. "Mongolian mineral export basket risk: A Portfolio theory approach," Resources Policy, Elsevier, vol. 68(C).
  6. Bryant, Henry L. & Haigh, Michael S., 2003. "Comparing The Performances Of The Partial Equilibrium And Time-Series Approaches To Hedging," Working Papers 28580, University of Maryland, Department of Agricultural and Resource Economics.
  7. Feil, J.-H. & Anastassiadis, F. & Mußhoff, O. & Schilling, P., 2015. "Analysing Farmers’ Use of Price Hedging Instruments: An Experimental Approach," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 50, March.
  8. Röthig, Andreas, 2008. "The Impact of Backwardation on Hedgers' Demand for Currency Futures Contracts: Theory versus Empirical Evidence," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 35698, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  9. Stückler, Maria, 2002. "Handel auf Terminkontraktmärkten," Department of Economics Working Paper Series 80, WU Vienna University of Economics and Business.
  10. Wilson, William W., 1982. "Hedging Effectiveness of U.S. Wheat Futures Markets," Agricultural Economics Reports 23215, North Dakota State University, Department of Agribusiness and Applied Economics.
  11. Blank, Steven C., 1989. "Research On Futures Markets: Issues, Approaches, And Empirical Findings," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 14(1), pages 1-14, July.
  12. Holt, Matthew T. & Brandt, Jon A., 1984. "Price Forecasting and Hedging to Enhance Prices and Reduce Risk," 1984 Annual Meeting, August 5-8, Ithaca, New York 278988, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  13. Tabesh, Hamid, 1987. "Hedging price risk to soybean producers with futures and options: a case study," ISU General Staff Papers 1987010108000010306, Iowa State University, Department of Economics.
  14. David J. Pannell & Getu Hailu & Alfons Weersink & Amanda Burt, 2008. "More reasons why farmers have so little interest in futures markets," Agricultural Economics, International Association of Agricultural Economists, vol. 39(1), pages 41-50, July.
  15. Tew, Bernard V. & Musser, Wesley N. & Smith, G. Scott, 1988. "Using Non-Contemporaneous Data To Specify Risk Programming Models," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 17(1), pages 1-6, April.
  16. Ikerd, John E. & Anderson, Kim B., 1986. "A Distribution Based Approach To Decision Risk Analysis," 1986 Annual Meeting, July 27-30, Reno, Nevada 278147, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  17. McNew, Kevin & Musser, Wesley N., 2000. "Evidence Of Farmer Forward Pricing Behavior," Working Papers 28568, University of Maryland, Department of Agricultural and Resource Economics.
  18. Purcell, Wayne D. & Riffe, Don A., 1980. "The Impact Of Selected Hedging Strategies On The Cash Flow Position Of Cattle Feeders," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 12(1), pages 1-9, July.
  19. Berck, Peter, 1980. "Portfolio Theory and the Demand for Futures: theory and the case of California cotton," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt58j4t4qp, Department of Agricultural & Resource Economics, UC Berkeley.
  20. Röthig, Andreas, 2008. "The impact of backwardation on hedgers' demand for currency futures contracts: theory versus empirical evidence," Darmstadt Discussion Papers in Economics 190, Darmstadt University of Technology, Department of Law and Economics.
  21. Annie Koh & Richard M. Levich, 1989. "Synthetic Eurocurrency Interest Rate Futures Contracts: Theory and Evidence," NBER Working Papers 3055, National Bureau of Economic Research, Inc.
  22. Maria Stückler, 2002. "Handel auf Terminkontraktmärkten," Department of Economics Working Papers wuwp080, Vienna University of Economics and Business, Department of Economics.
  23. Simmons, Phil & Rambaldi, Alicia N., 1997. "Potential demand for hedging by Australian wheat producers," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 41(2), pages 1-12.
  24. Prehn, Sören, 2020. "Minimum Variance Hedging: Levels versus first Difference," 60th Annual Conference, Halle/ Saale, Germany, September 23-25, 2020 305608, German Association of Agricultural Economists (GEWISOLA).
  25. Liu, Hsiang-Hsi, 1983. "An annual simultaneous equation econometric model of U.S. corn and soybean cash and futures markets," ISU General Staff Papers 198301010800009935, Iowa State University, Department of Economics.
  26. Elam, Emmet W. & Miller, Stephen E., 1984. "Simple And Multiple Cross Hedging Of Rice Bran," 1984 Annual Meeting, August 5-8, Ithaca, New York 279084, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  27. Prehn, Sören, 2020. "Minimum Variance Hedging: Levels versus first Difference," 60th Annual Conference, Halle/ Saale, Germany, September 23-25, 2020 305608, German Association of Agricultural Economists (GEWISOLA).
  28. Novak, Frank & Eales, James & Munro, Earl, 1993. "Profitability and Risk of Retained Ownership of Beef Calves," Project Report Series 232371, University of Alberta, Department of Resource Economics and Environmental Sociology.
  29. Bond, Gary E. & Thompson, Stanley R. & Geldard, Jane M., 1985. "Basis Risk And Hedging Strategies For Australian Wheat Exports," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 29(3), pages 1-11, December.
  30. Young, Ralph & Tomek, William G., 1978. "A Comparison Of Marketing Strategies For Potatoes In Upstate New York," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 0(Number 2), pages 1-6, October.
  31. Goss, Barry A., 1980. "Aspects Of Hedging Theory," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 24(3), pages 1-14, December.
  32. Duncan, Steven Scott, 1988. "The relevant forecast of variance of income for marketing decisions under uncertainty," ISU General Staff Papers 198801010800009839, Iowa State University, Department of Economics.
  33. Berck, Peter & Rosen, Kenneth T., 1984. "Hedging with a housing starts futures contract," CUDARE Working Papers 43307, University of California, Berkeley, Department of Agricultural and Resource Economics.
  34. Scott, Ayesha & Schoen, Tilman & Fernandez-Perez, Adrian, 2020. "The Predictive Power of NZX Dairy Futures," 2020 Conference (64th), February 12-14, 2020, Perth, Western Australia 305230, Australian Agricultural and Resource Economics Society.
  35. Asplund, Nathan M. & Forster, D. Lynn & Stout, Thomas T., 1989. "Participation By Farmers In Forward Contracting And Hedging," 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana 270516, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  36. Ubilava, David, 2008. "Analysis of the Soybean-to-Corn Price Ratio and its Impact on Farmers' Planting Decision-Making in Indiana," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6783, Southern Agricultural Economics Association.
  37. Johnson, Donald A. & Boehlje, Michael, 1983. "Managing Risk By Coordinating Investment, Marketing, And Production Strategies," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 8(2), pages 1-15, December.
  38. Glauber, Joseph W. & Powers, Nicholas J., 1985. "Inventory and Hedging Decision-Making Under A Multi-Period Planning Horizon and Price Uncertainty," 1985 Annual Meeting, August 4-7, Ames, Iowa 278562, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  39. Tomek, William G. & Robinson, Kenneth L., 1977. "PART V. Agricultural Price Analysis and Outlook," AAEA Monographs, Agricultural and Applied Economics Association, number 337217.
  40. Alexander, Vickie J. & Musser, Wesley N. & Mason, George, 1986. "Futures Markets and Firm Decisions Under Price, Production, and Financial Uncertainty," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 18(2), pages 39-50, December.
  41. Novak, Frank & Bauer, Leonard & Dailly, Sally & Melvin, Richard, 1992. "An Analysis of Risk and Return in Hog Finishing," Project Report Series 232358, University of Alberta, Department of Resource Economics and Environmental Sociology.
  42. Wolf, Christopher A. & Berwald, Derek K., 1999. "The Potential Of Dairy Futures Contracts As Risk Management Tools," 1999 Annual meeting, August 8-11, Nashville, TN 21709, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  43. Tronstad, Russell, 1989. "Optimal Cash Grain Sale, Storage, and Hedging Decisions for Grain Producers: A Stochastic Dynamic Programming Analysis," 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana 270518, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  44. Blank, Steven C., 2005. "Hedging with off-farm income: implications for production and investment decisions across farm sizes," 2005 Annual Meeting, July 6-8, 2005, San Francisco, California 291741, Western Agricultural Economics Association.
  45. Vollink, William J. & Raikes, Ronald, 1977. "An Analysis Of Delivery-Period Basis Determination For Live Cattle," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 9(1), pages 1-6, July.
  46. Gemmill, Gordon, 1985. "Optimal hedging on futures markets for commodity-exporting nations," European Economic Review, Elsevier, vol. 27(2), pages 243-261, March.
  47. Elam, Emmett W. & Miller, Stephen E. & Holder, Shelby H., 1986. "Simple And Multiple Cross-Hedging Of Rice Bran," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 18(1), pages 1-6, July.
  48. Mark W. Ditsch & Raymond M. Leuthold, 1996. "Evaluating the Hedging Potential of the Lean Hog Futures Contract," Finance 9609003, University Library of Munich, Germany.
  49. Andreas Röthig, 2009. "Microeconomic Risk Management and Macroeconomic Stability," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-01565-6, October.
  50. Lawrence, John D. & Kaylen, Michael S., 1990. "Risk Management For Livestock Producers: Hedging And Contract Production," Staff Papers 13496, University of Minnesota, Department of Applied Economics.
  51. Ditsch, Mark W. & Leuthold, Raymond M., 1996. "Evaluating The Hedging Potential Of The Lean Hog Futures Contract," ACE OFOR Reports 14769, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  52. Tumblin, Alan D. & Hauser, Robert J. & Garcia, Philip, 1986. "Incorporating Basis Expectation into Hedging Effectiveness Measures," 1986 Annual Meeting, July 27-30, Reno, Nevada 278171, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  53. Heifner, Richard G. & Wright, Bruce H., 1989. "Potentials for Substituting Farmers' Use of Futures and Options for Farm Programs," Agricultural Economic Reports 308136, United States Department of Agriculture, Economic Research Service.
  54. Wesley N. Musser & George F. Patrick & David T. Eckman, 1996. "Risk and Grain Marketing Behavior of Large-Scale Farmers," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 18(1), pages 65-77.
  55. Chavas, Jean-Paul & Pope, Rulon D. & Kao, Robert S., 1983. "An Analysis Of The Role Of Futures Prices, Cash Prices And Government Programs In Acreage Response," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 8(1), pages 1-7, July.
  56. Timothy Park & Frances Antonovitz, 1990. "Basis risk and optimal decision making for California feedlots," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 10(3), pages 259-271, June.
  57. Shafer, Carl E., 1992. "Hedge Ratios and Basis Behavior: An Intuitive Insight?," Faculty Paper Series 257887, Texas A&M University, Department of Agricultural Economics.
  58. Mumey, G.A. & Bauer, L. & Boyda, A., 1988. "An Estimate of Risk and Returns From Cropping Alternatives," Project Report Series 232065, University of Alberta, Department of Resource Economics and Environmental Sociology.
  59. Williams, J., 2013. "Wheat and corn price skewness and volatility: Risk management implications for farmers and end users," Australasian Agribusiness Review, University of Melbourne, Department of Agriculture and Food Systems, vol. 21, pages 1-20.
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