BASIS RISK FOR RICE

Yoshie Saito Lord and Steven C. Turner

No 20886, 1998 Annual meeting, August 2-5, Salt Lake City, UT from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: The objective of this paper is to develop a cross hedging model for rice that minimizes basis risk and accounts for the existence of the nonstationary nature of basis. Basis is treated as an endogenous variable and model for basis risk are developed.

Keywords: Financial Economics; Risk and Uncertainty (search for similar items in EconPapers)
Pages: 13
Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea98:20886

DOI: 10.22004/ag.econ.20886

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