Search Results - subject:"multiproduct optimal hedging"

Determining the effectiveness of optimal time-varying hedge ratios for cattle feeders under multiproduct and single commodity settings

Tejeda, Hernan; Feuz, Dillon - In: Agricultural Finance Review 74 (2014) 2, pp. 217-235

Purpose – The purpose of this paper is to determine and contrast the risk mitigating effectiveness from optimal multiproduct time-varying hedge ratios, applied to the margin of a cattle feedlot operation, over single commodity time-varying and naive hedge ratios. Design/methodology/approach...

Persistent link: https://www.econbiz.de/10014667666

Determining the effectiveness of optimal time-varying hedge ratios for cattle feeders under multiproduct and single commodity settings

Tejeda, Hernan; Feuz, Dillon - In: Agricultural Finance Review 74 (2014), pp. 217-235

Purpose –The purpose of this paper is to determine and contrast the risk mitigating effectiveness from optimal multiproduct time-varying hedge ratios, applied to the margin of a cattle feedlot operation, over single commodity time-varying and naive hedge ratios. Design/methodology/approach...

Persistent link: https://www.econbiz.de/10010891214

Dynamic multiproduct optimal hedging in the soybean complex - do time -varying correlations provide hedging improvements?

Tejeda, Herman A.; Goodwin, Barry K. - In: Applied economics 46 (2014) 25/27, pp. 3312-3322

Persistent link: https://www.econbiz.de/10010418027

Determining the effectiveness of optimal time-varying hedge ratios for cattle feeders under multiproduct and single commodity settings

Tejeda, Hernan; Feuz, Dillon M. - In: Agricultural finance review 74 (2014) 2, pp. 217-235

Persistent link: https://www.econbiz.de/10011304620