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Accounting for yield risk in preharvest commodity pricing decisions

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  • Monson, Steven J.

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  • Monson, Steven J., 1991. "Accounting for yield risk in preharvest commodity pricing decisions," ISU General Staff Papers 1991010108000018169, Iowa State University, Department of Economics.
    • Handle: RePEc:isu:genstf:1991010108000018169
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    References listed on IDEAS

    as
    1. Ronald I. McKinnon, 1967. "Futures Markets, Buffer Stocks, and Income Stability for Primary Producers," Journal of Political Economy, University of Chicago Press, vol. 75(6), pages 844-844.
    2. Larry S. Karp, 1987. "Methods for Selecting the Optimal Dynamic Hedge When Production is Stochastic," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 69(3), pages 647-657.
    3. Wisner, Robert N., 1991. "An Evaluation of Pre-Harvest Corn Futures and Options Marketing Strategies in Selected Iowa and Nebraska Locations," Staff General Research Papers Archive 11343, Iowa State University, Department of Economics.
    4. Robert J. Myers & Stanley R. Thompson, 1989. "Generalized Optimal Hedge Ratio Estimation," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 71(4), pages 858-868.
    5. Grant, Dwight, 1989. "Optimal futures positions for corn and soybean growers facing price and yield risk," Technical Bulletins 312296, United States Department of Agriculture, Economic Research Service.
    6. Harvey J. Witt & Ted C. Schroeder & Marvin L. Hayenga, 1987. "Comparison of analytical approaches for estimating hedge ratios for agricultural commodities," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 7(2), pages 135-146, April.
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