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Marketing Strategies for Soybeans in 1997-2012: Performance Persistence and Risk-return Tradeoffs

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  • Mattos, Fabio
  • Brooks, Kathleen

Abstract

This working paper discusses preliminary ideas of a research project that explores the performance of marketing strategies. In this first step only strategies using futures contracts for soybeans are examined. A set of 26 marketing strategies was simulated between 1997 and 2012 based on November futures prices and cash prices in Nebraska. Initial findings suggest that mean returns tend to be higher (lower) when larger (smaller) portions of crop are sold with futures contracts, and when those sales happen in the summer (spring and fall). However, those strategies that yield higher returns also bring larger dispersion of returns, which raises the need to discuss tradeoffs between risk and return. Finally, it was investigated whether a group of strategies could consistently outperform the others, but no evidence was found to support this idea.

Suggested Citation

  • Mattos, Fabio & Brooks, Kathleen, 2014. "Marketing Strategies for Soybeans in 1997-2012: Performance Persistence and Risk-return Tradeoffs," 2014 Conference, April 21-22, 2014, St. Louis, Missouri 285822, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    • Handle: RePEc:ags:n13414:285822
    DOI: 10.22004/ag.econ.285822
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