Hedging Effectiveness of U.S. Wheat Futures Markets
Futures markets as a tool for risk management have become increasingly important in recent years. The effectiveness of hedging in the U.S. wheat futures market is evaluated in this study.
|Date of creation:||1982|
|Date of revision:|
|Contact details of provider:|| Postal: |
Phone: (701) 231-7441
Web page: http://www.ext.nodak.edu/homepages/aedept/
More information through EDIRC
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.:
- 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.
- Rolfo, Jacques, 1980. "Optimal Hedging under Price and Quantity Uncertainty: The Case of a Cocoa Producer," Journal of Political Economy, University of Chicago Press, vol. 88(1), pages 100-116, February.
When requesting a correction, please mention this item's handle: RePEc:ags:nddaer:23215. 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: (AgEcon Search)
If references are entirely missing, you can add them using this form.