Hedging on the Live Cattle Futures Contract
Russell L. Gum and
John Wildermuth
Journal of Agricultural Economics Research, 1970, vol. 22, issue 4, 3
Abstract:
Feeders who wish to hedge should consider more than the price for which they sell a fed cattle futures contract. They should also consider the efficiency of the hedge and the expected effective price which results from hedging. This is slJown by selected comparisons of results for fed cattle marketed in Chicago, Phoenix, and Denver, May 1965 through December 1968.
Keywords: Livestock Production/Industries; Research and Development/Tech Change/Emerging Technologies (search for similar items in EconPapers)
Date: 1970
References: Add references at CitEc
Citations: View citations in EconPapers (2)
Downloads: (external link)
https://ageconsearch.umn.edu/record/146892/files/4Gum_22_4.pdf (application/pdf)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:ags:uersja:146892
DOI: 10.22004/ag.econ.146892
Access Statistics for this article
More articles in Journal of Agricultural Economics Research from United States Department of Agriculture, Economic Research Service Contact information at EDIRC.
Bibliographic data for series maintained by AgEcon Search ().