ANALYSIS OF SOYBEAN OPTIONS HARIMTING STRATEGIES

Stuart D. Frank, George H. Pfeiffer, Charles E. Curtis and Scott H. Irwin

No 278501, 1986 Annual Meeting, July 27-30, Reno, Nevada from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: This paper examines the returns and risk of soybean marketing strategies using futures and options. Two conclusions were suggested by the results. First, adding options strategies to traditional cash sales, static futures hedging, and storage hedging activities substantially improves risk-return tradeoffs. Second, adding technical futures hedging strategies to options hedging strategies further improves risk-return tradeoffs.

Keywords: Crop Production/Industries; Marketing; Risk and Uncertainty (search for similar items in EconPapers)
Pages: 19
Date: 1986-07
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea86:278501

DOI: 10.22004/ag.econ.278501

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