Cross Hedging Australian Cattle
Author
Abstract
(This abstract was borrowed from another version of this item.)
Suggested Citation
DOI: j.1467-8489.1984.tb00645.x
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Blank, Steven C., 1984. "Cross Hedging Australian Cattle," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 28(2-3), pages 1-10, August.
References listed on IDEAS
- Richardson, J. David, 1978. "Some empirical evidence on commodity arbitrage and the law of one price," Journal of International Economics, Elsevier, vol. 8(2), pages 341-351, May.
- David E. A. Giles & Barry A. Goss, 1981.
"Futures Prices As Forecasts Of Commodity Spot Prices: Live Cattle And Wool,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 25(1), pages 1-13, April.
- Giles, David E. A. & Goss, Barry A., 1981. "Futures Prices As Forecasts Of Commodity Spot Prices: Live Cattle And Wool," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 25(1), pages 1-13, April.
- Leuthold, Raymond M, 1972. "Random Walk and Price Trends: The Live Cattle Futures Market," Journal of Finance, American Finance Association, vol. 27(4), pages 879-889, September.
- Larson, Arnold B., 1960. "Measurement of a Random Process in Futures Prices," WAEA/ WFEA Conference Archive (1929-1995) 323441, Western Agricultural Economics Association.
- Kravis, Irving B. & Lipsey, Robert E., 1978.
"Price behavior in the light of balance of payments theories,"
Journal of International Economics, Elsevier, vol. 8(2), pages 193-246, May.
- Irving B. Kravis & Robert E. Lipsey, 1977. "Price Behavior in the Light of Balance of Payments Theories," NBER Working Papers 0181, National Bureau of Economic Research, Inc.
- Nicholas Kaldor, 1939. "Speculation and Economic Stability," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 7(1), pages 1-27.
- Holbrook Working, 1956. "New Ideas and Methods for Price Research," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 38(5), pages 1427-1436.
- Menzie, Elmer L. & Archer, Thomas F., 1972. "Hedging as a Marketing Tool for Western Cattle Feeders," WAEA/ WFEA Conference Archive (1929-1995) 323734, Western Agricultural Economics Association.
- Stevenson, Richard A & Bear, Robert M, 1970. "Commodity Futures: Trends or Random Walks?," Journal of Finance, American Finance Association, vol. 25(1), pages 65-81, March.
- Larson, Arnold B., 1960. "Measurement of a Random Process in Futures Prices," Food Research Institute Studies, Stanford University, Food Research Institute, vol. 1(3), pages 1-12.
- Barry A. Goss, 1980. "Aspects Of Hedging Theory," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 24(3), pages 210-223, December.
- Smidt, Seymour, 1965. "A Test of the Serial Independence Price Changes in Soybean Futures," Food Research Institute Studies, Stanford University, Food Research Institute, vol. 5(2), pages 1-20.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Blank, Steven C., 1989.
"Research On Futures Markets: Issues, Approaches, And Empirical Findings,"
Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 14(1), pages 1-14, July.
- Blank, Steven C., 1988. "Research On Futures Markets: Issues, Approaches And Empirical Findings," Working Papers 225817, University of California, Davis, Department of Agricultural and Resource Economics.
- Zainudin, Ahmad Danial & Mohamad, Azhar, 2021. "Cross hedging with stock index futures," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 128-144.
- Zura Kakushadze & Juan Andrés Serur, 2018. "151 Trading Strategies," Springer Books, Springer, number 978-3-030-02792-6, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Garcia, Philip & Hudson, Michael A. & Waller, Mark L., 1988.
"The Pricing Efficiency of Agricultural Futures Markets: An Analysis of Previous Research Results,"
Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 20(1), pages 119-130, July.
- Garcia, Philip & Hudson, Michael A. & Waller, Mark L., 1988. "The Pricing Efficiency Of Agricultural Futures Markets: An Analysis Of Previous Research Results," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 20(1), pages 1-12, July.
- Rausser, Gordon C & Carter, Colin, 1983.
"Futures Market Efficiency in the Soybean Complex,"
The Review of Economics and Statistics, MIT Press, vol. 65(3), pages 469-478, August.
- Rausser, Gordon C. & Carter, Colin A., 1982. "Futures market efficiency in the soybean complex," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt7d48x9qc, Department of Agricultural & Resource Economics, UC Berkeley.
- Rausser, Gordon & Carter, Colin A., 1982. "Futures Market Efficiency in the Soybean Complex," CUDARE Working Papers 198214, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Miller, Stephen E., 1979. "The Response Of Futures Prices To New Market Information: The Case Of Live Hogs," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 11(1), pages 1-4, July.
- Stevens, Stanley C., 1990. "Evidence For A Weather Persistence Effect On The Corn, Wheat And Soybean Growing Season Price Dynamics," Staff Papers 13907, University of Minnesota, Department of Applied Economics.
- Sibanjan Mishra, 2019. "Testing Martingale Hypothesis Using Variance Ratio Tests: Evidence from High-frequency Data of NCDEX Soya Bean Futures," Global Business Review, International Management Institute, vol. 20(6), pages 1407-1422, December.
- Robert Ślepaczuk & Grzegorz Zakrzewski & Paweł Sakowski, 2012. "Investment strategies beating the market. What can we squeeze from the market?," Working Papers 2012-04, Faculty of Economic Sciences, University of Warsaw.
- Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
- Gupta, Sanjeev & Mayer, Thomas, 1981. "A test of the efficiency of futures markets in commodities," Kiel Working Papers 119, Kiel Institute for the World Economy (IfW Kiel).
- Vogelvang, E., 1981. "A quarterly econometric model for the price formation of coffee on the world market," Serie Research Memoranda 0001, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Ślepaczuk Robert & Sakowski Paweł & Zakrzewski Grzegorz, 2018. "Investment Strategies that Beat the Market. What Can We Squeeze from the Market?," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 14(4), pages 36-55, December.
- Cheol‐Ho Park & Scott H. Irwin, 2007. "What Do We Know About The Profitability Of Technical Analysis?," Journal of Economic Surveys, Wiley Blackwell, vol. 21(4), pages 786-826, September.
- Purcell, Wayne D. & Riffe, Don A., 1980. "The Impact Of Selected Hedging Strategies On The Cash Flow Position Of Cattle Feeders," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 12(1), pages 1-9, July.
- Gray, Roger W. & Rutledge, David J.S., 1971. "The Economics of Commodity Futures Markets: A Survey," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 39(04), pages 1-52, December.
- Bianchi, Robert J. & Drew, Michael E. & Fan, John Hua, 2016. "Commodities momentum: A behavioral perspective," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 133-150.
- Rashid, Abdul, 2007. "Stock prices and trading volume: An assessment for linear and nonlinear Granger causality," Journal of Asian Economics, Elsevier, vol. 18(4), pages 595-612, August.
- Li, Yang & Brooks, Robert, 2022. "Evidence of arbitrage trading activity: The case of Chinese metal futures contracts," Emerging Markets Review, Elsevier, vol. 51(PB).
- Barry A. Goss & S. Gulay Avsar & Siang‐Choo Chan, 1992. "Rational Expectations and Price Determination in the US Oats Market," The Economic Record, The Economic Society of Australia, vol. 68(S1), pages 16-26, December.
- Hazledine, Tim, 1980. "A Non-Neoclassical General Equilibrium Trade Model Implemented for Quebec," Queen's Institute for Economic Research Discussion Papers 275159, Queen's University - Department of Economics.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2016.
"Statistical Modeling Of Stock Returns: Explanatory Or Descriptive? A Historical Survey With Some Methodological Reflections,"
Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 149-164, February.
- Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis, 2014. "Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections," DEOS Working Papers 1410, Athens University of Economics and Business.
- Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas, 2016. "Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections," LSE Research Online Documents on Economics 65549, London School of Economics and Political Science, LSE Library.
- H. W. Arndt, 1979. "The Modus Operandi of Protection," The Economic Record, The Economic Society of Australia, vol. 55(2), pages 149-155, June.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:ajarec:v:28:y:1984:i:2-3:p:153-162. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/aaresea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.