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Hedging Reconsidered

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  • Holbrook Working

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  • Holbrook Working, 1953. "Hedging Reconsidered," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 35(4), pages 544-561.
    • Handle: RePEc:oup:ajagec:v:35:y:1953:i:4:p:544-561.
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    File URL: http://hdl.handle.net/10.2307/1233368
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    Citations

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    Cited by:

    1. Bharat Ramaswami & Jatinder Bir Singh, 2006. "Underdeveloped spot markets and futures trading: The Soya Oil exchange in India," Discussion Papers 06-03, Indian Statistical Institute, Delhi.
    2. Chase, Craig A., 1980. "Hedging and other marketing alternatives for Iowa grain producers," ISU General Staff Papers 1980010108000017428, Iowa State University, Department of Economics.
    3. Charles T. Howard & Louis J. D'Antonio, 1986. "Treasury Bill Futures As A Hedging Tool: A Risk-Return Approach," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(1), pages 25-39, March.
    4. Overdahl, James Anthony, 1984. "The CD futures market: hedging and price discovery performance," ISU General Staff Papers 1984010108000010018, Iowa State University, Department of Economics.
    5. Mark G. Castelino, 1989. "Basis Volatility: Implications For Hedging," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 12(2), pages 157-172, June.
    6. Chan, Leo H. & Nguyen, Chi M. & Chan, Kam C., 2015. "A new approach to measure speculation in the oil futures market and some policy implications," Energy Policy, Elsevier, vol. 86(C), pages 133-141.
    7. Delphine Lautier, 1998. "Les opérations de Metallgesellschaft sur les marchés à terme de produits pétroliers:spéculation ou couverture ?," Revue Finance Contrôle Stratégie, revues.org, vol. 1(3), pages 107-129, September.
    8. Goswami, Alankrita & Karali, Berna & Adjemian, Michael K., 2023. "Hedging with futures during nonconvergence in commodity markets," Journal of Commodity Markets, Elsevier, vol. 32(C).
    9. Barry A. Goss & S. Gulay Avsar, 2013. "Simultaneity, Forecasting and Profits in London Copper Futures," Australian Economic Papers, Wiley Blackwell, vol. 52(2), pages 79-96, June.
    10. Prehn, S. & Feil, J.-H., 2018. "What counter seasonal hedging is revealing about the motives of hedging," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277365, International Association of Agricultural Economists.
    11. Jules Sadefo Kamdem & Zoulkiflou Moumouni, 2020. "Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(3), pages 631-655, September.
    12. Robert Chambers & John Quiggin, 2010. "Cost minimization and the stochastic discount factor," Annals of Operations Research, Springer, vol. 176(1), pages 349-368, April.
    13. Kahl, Kandice H., 1989. "Determinants of the Storage Season Corn Basis in South Carolina," Working Papers 116878, Clemson University, Department of Agricultural and Applied Economics.
    14. Ahmad R. Jalali‐Naini & Maryam Kazemi Manesh, 2006. "Price volatility, hedging and variable risk premium in the crude oil market," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 30(2), pages 55-70, June.

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