Optimal Cross Hedging Winter Canola

Seon-Woong Kim, B Brorsen and Byung-Sam Yoon

No 162428, 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas from Southern Agricultural Economics Association

Abstract: Winter canola in the southern Great Plains has shown large price fluctuations and there have been questions about which futures market could be used to reduce price risk. Our results indicate that the optimal futures contract to cross hedge winter canola is soybean oil futures.

Keywords: Agricultural Finance; Risk and Uncertainty (search for similar items in EconPapers)
Pages: 19
Date: 2014-01-15
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://ageconsearch.umn.edu/record/162428/files/O ... 0Winter%20Canola.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ags:saea14:162428

DOI: 10.22004/ag.econ.162428

Access Statistics for this paper

More papers in 2014 Annual Meeting, February 1-4, 2014, Dallas, Texas from Southern Agricultural Economics Association Contact information at EDIRC.
Bibliographic data for series maintained by AgEcon Search ().