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Hedging on the Live Cattle Futures Contract

Author

Listed:
  • Gum, Russell L.
  • Wildermuth, John

Abstract

Feeders who wish to hedge should consider more than the price for which they sell a fed cattle futures contract. They should also consider the efficiency of the hedge and the expected effective price which results from hedging. This is slJown by selected comparisons of results for fed cattle marketed in Chicago, Phoenix, and Denver, May 1965 through December 1968.

Suggested Citation

  • Gum, Russell L. & Wildermuth, John, 1970. "Hedging on the Live Cattle Futures Contract," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 22(4), pages 1-3, October.
    • Handle: RePEc:ags:uersja:146892
    DOI: 10.22004/ag.econ.146892
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    Citations

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    Cited by:

    1. Vollink, William J. & Raikes, Ronald, 1977. "An Analysis Of Delivery-Period Basis Determination For Live Cattle," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 9(1), pages 1-6, July.
    2. Tabesh, Hamid, 1987. "Hedging price risk to soybean producers with futures and options: a case study," ISU General Staff Papers 1987010108000010306, Iowa State University, Department of Economics.

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