SIMPLE AND MULTIPLE CROSS-HEDGING OF RICE BRAN

Feasibility of forward pricing sales of rice bran via cross-hedging was investigated. Corn, oats, wheat, and soybean meal futures were considered as simple and multiple cross-hedging media. Simulation results indicated that simple cross-hedging using corn futures would be most effective in reducing price risks.

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Year of publication:	1986
Authors:	Elam, Emmett W. ; Miller, Stephen E. ; Holder, Shelby H.
Published in:	Southern Journal of Agricultural Economics. - Southern Agricultural Economics Association - SAEA. - Vol. 18.1986, 01
Publisher:	Southern Agricultural Economics Association - SAEA
Subject:	Demand and Price Analysis

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

Persistent link: https://www.econbiz.de/10005513212