Kim, MinKyoung; Leuthold, Raymond M.; Garcia, Philip - NCR-134 Conference on Applied Commodity Price Analysis, … - 2001
This study contributes to understanding price risk management through hedging strategies in a forecasting context. A relatively new forecasting method, nonparametric local polynomial kernel (LPK), is used and applied to the hog sector. The selective multiproduct hedge based on the LPK price and...