An Alternative Portfolio Estimation Procedure as Applied of Wheat Hedging

Tyler J. Stowater and Brian H. Schmiesing

No 232164, Economics Staff Papers from South Dakota State University, Department of Economics

Abstract: Previous hedging portfolio estimations have not explicitly tested £or the effect 0£ a widening and narrowing basis on the optimal hedge ratios. Evidence was Found that winter wheat producers on the northern Great Plains may be able to hedge more effectively on the Minneapolis spring wheat contract.

Keywords: Crop; Production/Industries (search for similar items in EconPapers)
Pages: 17
Date: 1986-07
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Persistent link: https://EconPapers.repec.org/RePEc:ags:sdsusp:232164

DOI: 10.22004/ag.econ.232164

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