Ex ante basis risk in the live hog futures contract: Has hedgers' risk increased?
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Cited by:
- Patrick L. Brockett & Mulong Wang & Chuanhou Yang, 2005. "Weather Derivatives and Weather Risk Management," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 8(1), pages 127-140, March.
- Fabio C. Zanini & Philip Garcia, 1997. "Did Producer Hedging Opportunities in the Live Hog Contract Decline?," Finance 9712005, University Library of Munich, Germany.
- Coffey, Brian K. & Tonsor, Glynn T. & Schroeder, Ted C., 2018. "Impacts of Changes in Market Fundamentals and Price Momentum on Hedging Live Cattle," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 43(1), January.
- Bohl, Martin T. & Gross, Christian & Souza, Waldemar, 2019.
"The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets,"
International Review of Economics & Finance, Elsevier, vol. 60(C), pages 203-215.
- Martin T. Bohl & Christian Gross & Waldemar Souza, 2016. "The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets," CQE Working Papers 5116, Center for Quantitative Economics (CQE), University of Muenster.
- Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
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