The hedging performance in new agricultural futures markets: A note
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DOI: 10.1002/(SICI)1520-6297(199705/06)13:3<295::AID-AGR4>3.0.CO;2-W
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References listed on IDEAS
- Ronald W. Ward, 1974. "Market Liquidity in the FCOJ Futures Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 56(1), pages 150-154.
- Dennis M. Conley, 1994. "Hedging ratios and effectiveness for diesel fuel and gasoline the northern plains," Agribusiness, John Wiley & Sons, Ltd., vol. 10(4), pages 305-317.
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Citations
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Cited by:
- Atle Oglend & Hans‐Martin Straume, 2020. "Futures market hedging efficiency in a new futures exchange: Effects of trade partner diversification," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(4), pages 617-631, April.
- Sanders, Dwight R. & Greer, Tracy D., 2002. "Hedging Spot Corn: An Examination Of The Minneapolis Grain Exchange'S Cash Settled Corn Contract," 2002 Conference, April 22-23, 2002, St. Louis, Missouri 19064, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Manfredo, Mark R. & Sanders, Dwight R., 2003. "Minimum Variance Hedging And The Encompassing Principle: Assessing The Effectiveness Of Futures Hedges," 2003 Annual meeting, July 27-30, Montreal, Canada 22247, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- McCullough, Kerry & Strydom, Barry, 2013. "The efficiency of the South African white maize futures market," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 52(3), March.
- Quintino, Derick David & David, Sergio Adriani, 2013. "Quantitative analysis of feasibility of hydrous ethanol futures contracts in Brazil," Energy Economics, Elsevier, vol. 40(C), pages 927-935.
- Jingjing Wang & Xiaoyang Wang, 2023. "Why is water illiquid?: The NQH2O water index futures," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 45(1), pages 602-621, March.
- Kuwornu, John K.M. & Kuiper, W. Erno & Pennings, Joost M.E. & Meulenberg, Matthew T.G., 2006. "Risk Management Using Futures Contracts: The Impact of Spot Market Contracts and Production Horizons on the Optimal Hedge Ratio," 99th Seminar, February 8-10, 2006, Bonn, Germany 7755, European Association of Agricultural Economists.
- Jason R. V. Franken & Scott H. Irwin, 2024. "Revisiting biodiesel hedging," Agribusiness, John Wiley & Sons, Ltd., vol. 40(4), pages 1002-1015, October.
- Joost M. E. Pennings & Matthew T. G. Meulenberg, 1998. "New Futures Markets in Agricultural Production Rights: Possibilities and Constraints for the British and Dutch Milk Quota Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 49(1), pages 50-66, March.
- Parcell, Joseph L., 2002.
"Emerging Ip Markets: The Tokyo Grain Exchange Non-Gmo Soybean Contract,"
Working Papers
26038, University of Missouri Columbia, Department of Agricultural Economics.
- Parcell, Joseph L., 2002. "Emerging Ip Markets: The Tokyo Grain Exchange Non-Gmo Soybean Contract," 2002 Conference, April 22-23, 2002, St. Louis, Missouri 19058, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Vollmer, Teresa & von Cramon-Taubadel, Stephan, 2019.
"The influence of Brazilian exports on price transmission processes in the coffee sector: a Markov-switching approach,"
Department of Agricultural and Rural Development (DARE) Discussion Papers
291497, Georg-August-Universitaet Goettingen, Department of Agricultural Economics and Rural Development (DARE).
- Vollmer, Teresa & von Cramon-Taubadel, Stephan, 2019. "The influence of Brazilian exports on price transmission processes in the coffee sector: A Markov-switching approach," DARE Discussion Papers 1904, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
- Joost M.E. Pennings & Raymond M. Leuthold, 1999. "Commodity Futures Contract Viability: A Multidisciplinary Approach," Finance 9905002, University Library of Munich, Germany.
- repec:ags:ijag24:345253 is not listed on IDEAS
- Franken, Jason R.V. & Irwin, Scott H. & Garcia, Philip, 2021. "Biodiesel hedging under binding renewable fuel standard mandates," Energy Economics, Elsevier, vol. 96(C).
- Sanders, Dwight R. & Manfredo, Mark R., 2004. "Comparing Hedging Effectiveness: An Application of the Encompassing Principle," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 29(1), pages 1-14, April.
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