A PRODUCER-LEVEL CROSS-HEDGE FOR ROUGH RICE USING WHEAT FUTURES

This study explores the potential of routine preharvest cross-hedging of rough rice using wheat futures contract prices. A numerical simulation approach combined with risk efficiency analysis evaluates a wide rage of cross-hedging alternatives. Results establish that farm-level cross-hedging can be considered a viable marketing alternative.

MoreLess

Year of publication:	1987
Authors:	Zacharias, Thomas P. ; Lange, Mark D. ; Gleason, William J. ; Traylor, Harlon D.
Published in:	Southern Journal of Agricultural Economics. - Southern Agricultural Economics Association - SAEA. - Vol. 19.1987, 02
Publisher:	Southern Agricultural Economics Association - SAEA
Subject:	Marketing

More details

Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005460191