Incorporation of a Price Forecasting Equation into Selective Hedging Strategies for Corn

David E. Kenyon and Craig D. Cooper

No 278277, 1979 Annual Meeting, July 29-August 1, Pullman, Washington from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: December futures prices during the growing season for corn were predicted as a function of estimated ending stocks and production. Predicted futures prices were incorporated into hedging strategies. Strategies using predicted futures prices were superior to routine hedging, but not superior to strategies using technical price indicators.

Keywords: Financial; Economics (search for similar items in EconPapers)
Pages: 14
Date: 1979-07
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea79:278277

DOI: 10.22004/ag.econ.278277

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