Yoon, Byung-Sam; Brorsen, B. Wade - NCR-134 Conference on Applied Commodity Price Analysis, … - 2000
Both market advisors and researchers have often suggested rollover hedging as a way of increasing producer returns …. This study tests whether rollover hedging can increase expected returns for producers. For rollover hedging to increase … imply that rollover hedging should not be seriously considered as a marketing alternative. As long as the commodity markets …