An option on the average European futures prices for an efficient hog producer risk management
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Abstract
(This abstract was borrowed from another version of this item.)
Suggested Citation
DOI: 10.22004/ag.econ.188383
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Other versions of this item:
- Martial Phélippé-Guinvarc’H & Jean Cordier, 2010. "An option on the average European futures prices for an efficient hog producer risk management," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, vol. 91(1), pages 27-42.
References listed on IDEAS
- Renyuan Shao & Brian Roe, 2003.
"The design and pricing of fixed‐ and moving‐window contracts: An application of Asian‐Basket option pricing methods to the hog‐finishing sector,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(11), pages 1047-1073, November.
- Shao, Renyuan & Roe, Brian E., 2002. "The Design And Pricing Of Fixed And Moving Window Contracts: An Application Of Asian-Basket Option Pricing Methods To The Hog Finishing Sector," 2002 Annual meeting, July 28-31, Long Beach, CA 19823, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Chad E. Hart & Bruce A. Babcock & Dermot J. Hayes, 2001.
"Livestock Revenue Insurance,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(6), pages 553-580, June.
- Chad E. Hart & Bruce A. Babcock & Dermot J. Hayes, 2001. "Livestock Revenue Insurance," Center for Agricultural and Rural Development (CARD) Publications 99-wp224, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Hart, Chad E. & Babcock, Bruce & Hayes, Dermot J., 2001. "Livestock Revenue Insurance," ISU General Staff Papers 200104250700001290, Iowa State University, Department of Economics.
- Hart, Chad E. & Babcock, Bruce A. & Hayes, Dermot J., 2001. "Livestock Revenue Insurance," Staff General Research Papers Archive 1932, Iowa State University, Department of Economics.
- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
- Chad E. Hart & Bruce A. Babcock, 2001. "Rankings of Risk Management Strategies Combining Crop Insurance Products and Marketing Positions," Center for Agricultural and Rural Development (CARD) Publications 01-wp267, Center for Agricultural and Rural Development (CARD) at Iowa State University.
Citations
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Cited by:
- Carl GAIGNÉ & Cathie LAROCHE DUPRAZ & Alan MATTHEWS, 2015.
"Thirty years of European research on international trade in food and agricultural products,"
Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, vol. 96(1), pages 91-130.
- Gaigné, Carl & Laroche Dupraz, Cathie & Matthews, Alan, 2015. "Thirty years of European research on international trade in food and agricultural products," Revue d'Etudes en Agriculture et Environnement, Editions NecPlus, vol. 96(01), pages 91-130, March.
- GAIGNE, Carl & LAROCHE DUPRAZ, Cathie & MATTHEWS, Alan, 2015. "Thirty years of European research on international trade in food and agricultural products," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), vol. 96(01), March.
- C. Gaigné & Catherine Laroche-Dupraz & Alan Matthews, 2015. "Thirty years of European research on international trade in food and agricultural products," Post-Print hal-01884928, HAL.
- Nadja El Benni & Robert Finger, 2014.
"Where is the risk? Price, yield and cost risk in Swiss crop production,"
Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, vol. 95(3), pages 299-326.
- El Benni, Nadja & Finger, Robert, 2014. "Where is the risk? Price, yield and cost risk in Swiss crop production," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), vol. 95(3).
- El Benni, Nadja & Finger, Robert, 2014. "Where is the risk? Price, yield and cost risk in Swiss crop production," Revue d'Etudes en Agriculture et Environnement, Editions NecPlus, vol. 95(03), pages 299-326, September.
- El Benni, Nadja & Finger, Robert, 2012. "Where is the risk? Price, yield and cost risk in Swiss crop production," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126758, International Association of Agricultural Economists.
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More about this item
Keywords
Agricultural Finance; Risk and Uncertainty;JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- Q14 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Finance
- Q18 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Policy; Food Policy; Animal Welfare Policy
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