Hedging with futures during nonconvergence in commodity markets
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DOI: 10.1016/j.jcomm.2023.100364
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More about this item
Keywords
Cash price; Corn; Futures price; Minimum variance hedge ratio; Nonconvergence; Soybean; Wheat;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
- Q13 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Markets and Marketing; Cooperatives; Agribusiness
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