The hedging performance in new agricultural futures markets: A note
Agribusiness companies and farmers must cope with the risk of price changes when buying or selling agricultural commodities. Hedging price risk with agricultural commodity futures offers a way of minimizing this risk. Information is needed on the hedging effectiveness of these futures. Because many new agricultural futures markets, especially those in Europe, are thin markets, hedgers face liquidity risks which have to be taken into account when evaluating hedging effectiveness. © 1997 John Wiley & Sons, Inc.
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Volume (Year): 13 (1997)
Issue (Month): 3 ()
|Contact details of provider:|| Web page: http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1520-6297|
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.:
- Thompson, Sarahelen R. & Eales, James S. & Seibold, David, 1993.
"Comparison Of Liquidity Costs Between The Kansas City And Chicago Wheat Futures Contracts,"
Journal of Agricultural and Resource Economics,
Western Agricultural Economics Association, vol. 18(02), December.
- Thompson, Sarahelen & Eales, James S. & Seibold, David, 1991. "Comparison of Liquidity Costs Between the Kansas City and Chicago Wheat Futures Contracts," Staff Paper Series 232522, University of Alberta, Department of Resource Economics and Environmental Sociology.
- Dennis M. Conley, 1994. "Hedging ratios and effectiveness for diesel fuel and gasoline the northern plains," Agribusiness, John Wiley & Sons, Ltd., vol. 10(4), pages 305-317.
- 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.
- Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-35, November.
- Franckle, Charles T, 1980. " The Hedging Performance of the New Futures Markets: Comment," Journal of Finance, American Finance Association, vol. 35(5), pages 1273-79, December.
When requesting a correction, please mention this item's handle: RePEc:wly:agribz:v:13:y:1997:i:3:p:295-300. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing)or (Christopher F. Baum)
If references are entirely missing, you can add them using this form.