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SPATIAL ANALYSIS OF FEEDER CATTLE HEDGING RISK

Brian Coffey, John D. Anderson and Joe Parcell ()

No 36586, 2002 Annual Meeting, July 28-31, 2002, Long Beach, California from Western Agricultural Economics Association

Abstract: Optimal hedge ratios are estimated for various weights of feeder cattle in four cash markets based on CME data from 1992 to 1999. Three-month uniform hedges are simulated for every weight, contract, and cash market combination. Hedging effectiveness is compared empirically across locations to identify spatial differences in hedging risk.

Keywords: Livestock Production/Industries; Risk and Uncertainty (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:ags:waealb:36586

DOI: 10.22004/ag.econ.36586

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