SIMPLE AND MULTIPLE CROSS HEDGING OF RICE BRAN

Emmet W. Elam and Stephen E. Miller

No 279084, 1984 Annual Meeting, August 5-8, Ithaca, New York from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: The feasibility of forward pricing sales of rice bran via crosshedging is investigated. Corn, oats, wheat, and soybean meal futures are considered as simple and multiple cross-hedging media. Sinmulation results indicate that simple cross-hedging using corn futures would be most effective in reducing price risks.

Keywords: Agricultural Finance; Crop Production/Industries (search for similar items in EconPapers)
Pages: 14
Date: 1984-08
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://ageconsearch.umn.edu/record/279084/files/aaea-1984-136.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:aaea84:279084

DOI: 10.22004/ag.econ.279084

Access Statistics for this paper

More papers in 1984 Annual Meeting, August 5-8, Ithaca, New York from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
Bibliographic data for series maintained by AgEcon Search ().