Cotton Price Risk Management across Different Countries

Qizhi Wang and Benaissa Chidmi ()

No 46762, 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia from Southern Agricultural Economics Association

Abstract: Cotton price relationships between major cotton producers and New York cotton December future price are investigated by the regression model, the VAR model and the error-correction model, the error-correction model generates the hedge ratios that display the largest value in size in most of the cases except Australia. The results indicate that the price relationships between US, China and Australia and New York Future market prices are much higher than the relationships between other cotton producers and New York Future market prices.

Keywords: Agribusiness; Agricultural Finance (search for similar items in EconPapers)
Pages: 29
Date: 2009-01-16
New Economics Papers: this item is included in nep-rmg
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Persistent link: https://EconPapers.repec.org/RePEc:ags:saeana:46762

DOI: 10.22004/ag.econ.46762

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