The hedging performance in new agricultural futures markets: A note

Joost Pennings () and Matthew T. G. Meulenberg
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Matthew T. G. Meulenberg: Department of Marketing and Marketing Research, Wageningen Agricultural University, Wageningen, The Netherlands, Postal: Department of Marketing and Marketing Research, Wageningen Agricultural University, Wageningen, The Netherlands
Authors registered in the RePEc Author Service: Johannes M. Pennings

Agribusiness, 1997, vol. 13, issue 3, 295-300

Abstract: Agribusiness companies and farmers must cope with the risk of price changes when buying or selling agricultural commodities. Hedging price risk with agricultural commodity futures offers a way of minimizing this risk. Information is needed on the hedging effectiveness of these futures. Because many new agricultural futures markets, especially those in Europe, are thin markets, hedgers face liquidity risks which have to be taken into account when evaluating hedging effectiveness. © 1997 John Wiley & Sons, Inc.

Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:wly:agribz:v:13:y:1997:i:3:p:295-300

DOI: 10.1002/(SICI)1520-6297(199705/06)13:3<295::AID-AGR4>3.0.CO;2-W

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