Futures Hedging Under Price, Basis, and Production Risk
Citations
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Cited by:
- Alghalith, Moawia, 2008. "Recent applications of theory of the firm under uncertainty," European Journal of Operational Research, Elsevier, vol. 186(2), pages 443-450, April.
- Liu, Xuanli & Miller, Gay Y. & McNamara, Paul E., 2005.
"Do Antibiotics Reduce Production Risk for U.S. Pork Producers?,"
Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 37(3), pages 1-11, December.
- Liu, Xuanli & Miller, Gay Y. & McNamara, Paul E., 2005. "Do Antibiotics Reduce Production Risk for U.S. Pork Producers?," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 37(3), pages 565-575, December.
- Liu, Xuanli & Miller, Gay Y. & McNamara, Paul E., 2003. "Do Antibiotics Reduce Production Risk For U.S. Pork Producers?," 2003 Annual meeting, July 27-30, Montreal, Canada 22026, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Wojciechowski, Jan & Ames, Glenn C.W. & Turner, Steven C. & Miller, Bill R., 2000.
"Marketing Of Cotton Fiber In The Presence Of Yield And Price Risk,"
Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 32(3), pages 1-9, December.
- Wojciechowski, Jan & Ames, Glenn C. W. & Turner, Steven C. & Miller, Bill R., 2000. "Marketing of Cotton Fiber in the Presence of Yield and Price Risk," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 32(3), pages 521-529, December.
- Wojciechowski, Jan & Ames, Glenn C.W. & Turner, Steven C. & Miller, Bill R., 1999. "Marketing Of Cotton Fiber In The Presence Of Yield And Price Risk," Faculty Series 16685, University of Georgia, Department of Agricultural and Applied Economics.
- Joost M.E. Pennings & Raymond M. Leuthold, 1999. "Futures Exchange Innovations: Reinforcement versus Cannibalism," Finance 9905003, University Library of Munich, Germany.
- Oscar Vergara & Keith H. Coble & Thomas O. Knight & George F. Patrick & Alan E. Baquet, 2004. "Cotton producers' choice of marketing techniques," Agribusiness, John Wiley & Sons, Ltd., vol. 20(4), pages 465-479.
- Dhuyvetter, Kevin C. & Kastens, Terry L., 1999.
"Linkages Between Crop Insurance and Pre-Harvest Hedging,"
Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 31(1), pages 41-56, April.
- Dhuyvetter, Kevin C. & Kastens, Terry L., 1999. "Linkages Between Crop Insurance And Pre-Harvest Hedging," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 31(1), pages 1-16, April.
- Ricome, Aymeric & Chaib, Karim & Ridier, Aude & Kephaliacos, Charilaos & Carpy-Goulard, Francoise, 2016.
"The Role of Marketing Contracts in the Adoption of Low-Input Production Practices in the Presence of Income Supports: An Application in Southwestern France,"
Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 41(3), pages 1-29.
- Aymeric Ricome & Karim Chaïb & Aude Ridier & Charilaos Kephaliacos & Françoise Carpy-Goulard, 2016. "The Role of Marketing Contracts in the Adoption of Low-Input Production Practices in the Presence of Income Supports: An Application in Southwestern France," Post-Print hal-01525411, HAL.
- Bruce A. Babcock & David A. Hennessy, 1996.
"Input Demand under Yield and Revenue Insurance,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 78(2), pages 416-427.
- Bruce A. Babcock & Joseph A. Herriges, 1994. "Input Demand Under Yield and Revenue Insurance," Center for Agricultural and Rural Development (CARD) Publications 94-wp127, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Babcock, Bruce A. & Hennessy, David A., 1996. "Input Demand Under Yield and Revenue Insurance," Staff General Research Papers Archive 794, Iowa State University, Department of Economics.
- Babcock, Bruce A. & Hennessy, David A., 1996. "Input Demand under Yield and Revenue Insurance," ISU General Staff Papers 199601010800001155, Iowa State University, Department of Economics.
- Röthig, Andreas, 2008. "The Impact of Backwardation on Hedgers' Demand for Currency Futures Contracts: Theory versus Empirical Evidence," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 35698, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Coble, Keith H. & Barnett, Barry J., 1999. "The Role Of Research In Producer Risk Management," Professional Papers 15803, Mississippi State University, Department of Agricultural Economics.
- Xing, Liu & Pietola, Kyosti, 2005. "Forward Hedging Under Price and Production Risk of Wheat," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24467, European Association of Agricultural Economists.
- Dalal, Ardeshir J. & Alghalith, Moawia, 2009. "Production decisions under joint price and production uncertainty," European Journal of Operational Research, Elsevier, vol. 197(1), pages 84-92, August.
- Moawia Alghalith, 2008. "Hedging and production decisions under uncertainty: A survey," Papers 0810.0917, arXiv.org.
- David J. Pannell & Getu Hailu & Alfons Weersink & Amanda Burt, 2008.
"More reasons why farmers have so little interest in futures markets,"
Agricultural Economics, International Association of Agricultural Economists, vol. 39(1), pages 41-50, July.
- Pannell, David J. & Hailu, Getu & Weersink, Alfons & Burt, Amanda, 2007. "More Reasons Why Farmers Have So Little Interest in Futures Markets," Working Papers 9232, University of Western Australia, School of Agricultural and Resource Economics.
- Moawia Alghalith, 2006. "Hedging under price and output uncertainty: revisited," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(4), pages 243-245, July.
- Jin, Hyun J. & Koo, Won W., 2006. "Offshore hedging strategy of Japan-based wheat traders under multiple sources of risk and hedging costs," Journal of International Money and Finance, Elsevier, vol. 25(2), pages 220-236, March.
- Pennings, Joost M. E. & M. Leuthold, Raymond, 2001. "Introducing new futures contracts: reinforcement versus cannibalism," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 659-675, October.
- Robison, Lindon J. & Hanson, Steven D., 1995. "Analyzing Firm Response to Risk Using Mean-Variance Models," Staff Paper Series 201207, Michigan State University, Department of Agricultural, Food, and Resource Economics.
- Simmons, Phil, 1999. "Does Separation Theorem Explain Why Farmers Have So Little Interest In Futures Markets?," Working Papers 12933, University of New England, School of Economics.
- Röthig, Andreas, 2008. "The impact of backwardation on hedgers' demand for currency futures contracts: theory versus empirical evidence," Darmstadt Discussion Papers in Economics 190, Darmstadt University of Technology, Department of Law and Economics.
- Vergara, Oscar & Coble, Keith H. & Hudson, Darren & Knight, Thomas O. & Patrick, George F. & Baquet, Alan E., 2005. "Target Markets for Grain and Cotton Marketing Consultants and Market Information Systems," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 30(1), pages 1-17, April.
- Moawia Alghalith, 2006. "Price and output risk: empirical analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 13(6), pages 391-393.
- Bell, Peter N, 2014. "The variance-minimizing hedge with put options," MPRA Paper 62156, University Library of Munich, Germany.
- Simmons, Phil, 2002. "Why do farmers have so little interest in futures markets?," Agricultural Economics, Blackwell, vol. 27(1), pages 1-6, May.
- Brovold, Karen & Qasmi, Bashir A., 1997. "Soybean Hedge Ratios for Eastern South Dakota Producers Facing Production and Price Uncertainty," 1997 Annual Meeting, July 13-16, 1997, Reno\ Sparks, Nevada 35920, Western Agricultural Economics Association.
- Zant, Wouter, 2008. "Hot Stuff: Index Insurance for Indian Smallholder Pepper Growers," World Development, Elsevier, vol. 36(9), pages 1585-1606, September.
- Ardian Harri & John Michael Riley & John D. Anderson & Keith H. Coble, 2009. "Managing economic risk in value‐based marketing of fed cattle," Agricultural Economics, International Association of Agricultural Economists, vol. 40(3), pages 295-306, May.
- Nyassoke Titi Gaston Clément & Jules Sadefo Kamdem & Louis Aimé Fono, 2019. "Dynamic Optimal Hedge Ratio Design when Price and Production are stochastic with Jump," Working Papers hal-02417401, HAL.
- Benninga, Simon Z. & Oosterhof, Casper M., 2004. "Hedging with forwards and puts in complete and incomplete markets," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 1-17, January.
- Pannell, David J. & Malcolm, Bill & Kingwell, Ross S., 2000. "Are we risking too much? Perspectives on risk in farm modelling," Agricultural Economics, Blackwell, vol. 23(1), pages 69-78, June.
- Roncoroni, Andrea & Id Brik, Rachid, 2017. "Hedging size risk: Theory and application to the US gas market," Energy Economics, Elsevier, vol. 64(C), pages 415-437.
- Alghalith, Moawia, 2006. "A note on hedging cost and basis risks," Economic Modelling, Elsevier, vol. 23(3), pages 534-537, May.
- Ricome, Aymeric & Chaib, Karim & Ridier, Aude & Kephaliacos, Charilaos & Carpy-Goulard, Francoise, 2012. "The role of cash crop marketing contracts in the adoption of low-input practices in the presence of risk and income supports," 126th Seminar, June 27-29, 2012, Capri, Italy 126222, European Association of Agricultural Economists.
- Benoît Sévi, 2006. "Ederington's ratio with production flexibility," Economics Bulletin, AccessEcon, vol. 7(1), pages 1-8.
- Coble, Keith H. & Heifner, Richard G. & Zuniga, Manuel, 2000. "Implications Of Crop Yield And Revenue Insurance For Producer Hedging," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 25(2), pages 1-21, December.
- Alghalith, Moawia, 2008. "The manufacturing base under energy price uncertainty," Energy Economics, Elsevier, vol. 30(4), pages 1951-1956, July.
- Haigh, Michael S. & Holt, Matthew T., 1999.
"Volatility Spillovers Between Foreign Exchange, Commodity And Freight Futures Prices: Implications For Hedging Strategies,"
Faculty Paper Series
23997, Texas A&M University, Department of Agricultural Economics.
- Haigh, Michael S. & Holt, Matthew T., 1999. "Volatility Spillovers Between Foreign Exchange, Commodity And Freight Futures Prices: Implications For Hedging Strategies," 1999 Annual meeting, August 8-11, Nashville, TN 21625, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Schroeder, Ted C. & Parcell, Joseph L. & Kastens, Terry L. & Dhuyvetter, Kevin C., 1998. "Perceptions Of Marketing Strategies: Producers Versus Extension Economists," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 23(1), pages 1-15, July.
- Frechette, Darren L. & Delavan, Willard, 1998. "El Nino And Coffee Price Volatility In 1997," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20908, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- A. J. Aulton & C. T. Ennew & A. J. Rayner, 1997. "Efficiency Tests Of Futures Markets For Uk Agricultural Commodities," Journal of Agricultural Economics, Wiley Blackwell, vol. 48(1‐3), pages 408-424, January.
- Jacobs, Keri & Li, Ziran & Hayes, Dermot, 2016.
"Price Responses in Forward Contracting: Do We Limit The Upside And Expose The Downside?,"
ISU General Staff Papers
201601010800001017, Iowa State University, Department of Economics.
- Jacobs, Keri & Li, Ziran & Hayes, Dermot, 2016. "Price responses in forward contracting: do we limit the upside and expose the downside?," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235539, Agricultural and Applied Economics Association.
- Thiagu Ranganathan & Usha Ananthakumar, 2017. "Hedging in Presence of Crop Yield, Crop Revenue and Rainfall Insurance," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(1), pages 151-171, March.
- Moawia Alghalith, 2006. "Hedging decisions with price and output uncertainty," Annals of Finance, Springer, vol. 2(2), pages 225-227, March.
- Alghalith, Moawia & Dalal, Ardeshir, 2009. "The choice between multiplicative and additive production uncertainty," Economic Modelling, Elsevier, vol. 26(5), pages 1129-1133, September.
- Songjiao Chen & William Wilson & Ryan Larsen & Bruce Dahl, 2016. "Risk Management for Grain Processors and “Copulas”," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 64(2), pages 365-382, June.
- Andreas Röthig, 2009. "Microeconomic Risk Management and Macroeconomic Stability," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-01565-6, December.
- Anderson, Jock R., 2003. "Risk in rural development: challenges for managers and policy makers," Agricultural Systems, Elsevier, vol. 75(2-3), pages 161-197.
- Alghalith, Moawia, 2005. "Estimation with Price and Output Uncertainty," Journal of Applied Economics, Universidad del CEMA, vol. 8(2), pages 1-11, November.
- repec:ebl:ecbull:v:4:y:2005:i:15:p:1-6 is not listed on IDEAS
- Moawia Alghalith, 2006. "Joint production and price uncertainty: hypothesis tests," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 49(3), pages 265-274.
- Pu Liao & Xianhua Zhou & Qingquan Fan, 2020. "Does agricultural insurance help farmers escape the poverty trap? Research based on multiple equilibrium models," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 45(1), pages 203-223, January.
- Tomek, William G. & Peterson, Hikaru Hanawa, 2000.
"Risk Management In Agricultural Markets: A Survey,"
2000 Producer Marketing and Risk Management Conference, January 13-14, Orlando, FL
19580, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Tomek, William G. & Peterson, Hikaru Hanawa, 2000. "Risk Management in Agricultural Markets: A Survey," Staff Papers 121140, Cornell University, Department of Applied Economics and Management.
- Yun, Won-Cheol & Jae Kim, Hyun, 2010. "Hedging strategy for crude oil trading and the factors influencing hedging effectiveness," Energy Policy, Elsevier, vol. 38(5), pages 2404-2408, May.
- Mason, Charles Edwin, IV, 2000. "Estimation and attenuation of reinsurance risk in the crop insurance market," ISU General Staff Papers 2000010108000013703, Iowa State University, Department of Economics.
- Nathan Kauffman, 2013. "Have extended trading hours made agricultural commodity markets riskier?," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 67-94.
- Bown, A.N. & Ortmann, G.F. & Darroch, M.A.G., 1999. "Use Of Maize Marketing Alternatives And Price Risk Management Tools By Commercial Maize Farmers In South Africa," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 38(3).
- Frechette, Darren L., 2000. "Hedging With Futures And Options: A Demand Systems Approach," 2000 Conference, April 17-18 2000, Chicago, Illinois 18941, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Olaf Korn & Alexander Merz, 2019. "How to hedge if the payment date is uncertain?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(4), pages 481-498, April.