AN EVALUATION OF PRICING PERFORMANCE AND HEDGING EFFECTIVENESS OF THE BARLEY FUTURES MARKET

Colin Carter

Western Journal of Agricultural Economics, 1984, vol. 09, issue 01, 13

Abstract: This paper investigates the pricing efficiency and hedging effectiveness of the Winnipeg barley futures market, using the Chicago corn futures market as a norm. Several tests of pricing efficiency were conducted and the stability of the basis was studied. The barley futures market operates in a heavily regulated economic environment and this is shown to impact on both price behavior and hedging opportunities.

Keywords: Crop Production/Industries; Marketing (search for similar items in EconPapers)
Date: 1984
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Citations: View citations in EconPapers (8)

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Persistent link: https://EconPapers.repec.org/RePEc:ags:wjagec:32364

DOI: 10.22004/ag.econ.32364

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