Comparing the Risks and Returns of Alternative Price Risk Management Strategies for Southeastern Feeder Cattle Production

Matias G. Nardi, Todd D. Davis, Curt Lacy, J. Walter Prevatt and Timothy D. Hewitt

No 35457, 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida from Southern Agricultural Economics Association

Abstract: A non-parametric simulation model incorporating price risk determined gross revenue less risk management costs for cow-calf, winter stockering, and retained ownership scenarios for cattle producers in the Southeast. Risk management scenarios simulated hedging with commodity futures and purchasing at-the-money put options at alternative dates prior to the expected sales date.

Keywords: Livestock Production/Industries; Risk and Uncertainty (search for similar items in EconPapers)
Pages: 13
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:ags:saeaso:35457

DOI: 10.22004/ag.econ.35457

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