THE USE OF FUTURES VERSUS PUT OPTIONS IN PRICING CORN PRODUCTION IN VIRGINIA

David E. Kenyon

No 279002, 1984 Annual Meeting, August 5-8, Ithaca, New York from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: Corn production pricing results using two futures strategies versus put options were compared using E-V analysis. Pricing 100 percent of expected production at planting with options generated the largest revenues and variances. The larger option strategy variance resulted from higher revenues when harvest prices were low--a desirable outcome.

Keywords: Crop Production/Industries; Demand and Price Analysis (search for similar items in EconPapers)
Pages: 13
Date: 1984-08
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea84:279002

DOI: 10.22004/ag.econ.279002

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