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A Note On The Factors Affecting Corn Basis Relationships

  • Naik, Gopal
  • Leuthold, Raymond M.
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    Empirical tests were made of components of the corn basis in the U.S. utilizing a general theory of intertemporal price relationships for storable commodities. These tests showed that the basis consists of a risk premium, a speculative component, and a maturity basis apart from other factors such as storage costs for storable commodities. The results provide insights into factors affecting basis patterns for corn.

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    File URL: http://purl.umn.edu/30309
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    Article provided by Southern Agricultural Economics Association in its journal Southern Journal of Agricultural Economics.

    Volume (Year): 23 (1991)
    Issue (Month): 01 (July)
    Pages:

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    Handle: RePEc:ags:sojoae:30309
    Contact details of provider: Web page: http://www.saea.org/jaae/jaae.htm

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    1. Feder, Gershon & Just, Richard E & Schmitz, Andrew, 1980. "Futures Markets and the Theory of the Firm under Price Uncertainty," The Quarterly Journal of Economics, MIT Press, vol. 94(2), pages 317-28, March.
    2. Carter, Colin A. & Rausser, Gordon C. & Schmitz, Andrew, 1982. "Efficient asset portfolios and the theory of normal backwardation," CUDARE Working Paper Series 133R, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.
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