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Profitable hedging opportunities and risk premiums for producers in live cattle and live hog futures markets

Author

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  • Marvin L. Hayenga
  • Dennis D. Dipietre
  • J. Marvin Skadberg
  • Ted C. Schroeder

Abstract

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Suggested Citation

  • Marvin L. Hayenga & Dennis D. Dipietre & J. Marvin Skadberg & Ted C. Schroeder, 1984. "Profitable hedging opportunities and risk premiums for producers in live cattle and live hog futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 4(2), pages 141-154, June.
    • Handle: RePEc:wly:jfutmk:v:4:y:1984:i:2:p:141-154
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    Cited by:

    1. Lanfranco, Bruno, 1997. "Beef cattle futures markets: Is it possible in Uruguay?," Research Reports and Working Papers 310392, Instituto Nacional de Investigacion Agropecuaria (INIA).
    2. Tabesh, Hamid, 1987. "Hedging price risk to soybean producers with futures and options: a case study," ISU General Staff Papers 1987010108000010306, Iowa State University, Department of Economics.
    3. Novak, Frank & Bauer, Leonard & Dailly, Sally & Melvin, Richard, 1992. "An Analysis of Risk and Return in Hog Finishing," Project Report Series 232358, University of Alberta, Department of Resource Economics and Environmental Sociology.
    4. Andrew McKenzie & Matthew Holt, 2002. "Market efficiency in agricultural futures markets," Applied Economics, Taylor & Francis Journals, vol. 34(12), pages 1519-1532.
    5. Karali, Berna & McNew, Kevin & Thurman, Walter N., 2018. "Price Discovery and the Basis Effects of Failures to Converge in Soft RedWinter Wheat Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 43(1), January.
    6. Shafer, Carl E., 1992. "Hedge Ratios and Basis Behavior: An Intuitive Insight?," Faculty Paper Series 257887, Texas A&M University, Department of Agricultural Economics.

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