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Comparing hedging effectiveness : an application of the encompassing principle

Sanders, Dwight R.; Manfredo, Mark R. - In: Journal of agricultural and resource economics : JARE ; … 29 (2004) 1, pp. 31-44

Persistent link: https://www.econbiz.de/10002084557

Pricing weather derivatives

Richards, Timothy J.; Manfredo, Mark R.; Sanders, Dwight R. - In: American journal of agricultural economics 86 (2004) 4, pp. 1005-1017

Persistent link: https://www.econbiz.de/10002388536

Noise trader sentiment in futures markets

Sanders, Dwight R.; Irwin, Scott H.; Leuthold, Raymond M. - In: Models of futures markets, (pp. 86-116). 2000

Persistent link: https://www.econbiz.de/10001552912

Measuring index investment in commodity futures markets

Sanders, Dwight R.; Irwin, Scott H. - In: The energy journal 34 (2013) 3, pp. 105-127

Persistent link: https://www.econbiz.de/10009771880

The order flow cost of index rolling in commodity futures markets

Irwin, Scott H.; Sanders, Dwight R.; Yan, Lei - In: Applied economic perspectives and policy 45 (2023) 2, pp. 1025-1050

Persistent link: https://www.econbiz.de/10014315487

Forecasting fed cattle, feeder cattle, and corn cash price volatility : the accuracy of time series, implied volatility, and composite approaches

Manfredo, Mark R.; Leuthold, Raymond M.; Irwin, Scott H. - In: Journal of agricultural and applied economics 33 (2001) 3, pp. 523-538

Persistent link: https://www.econbiz.de/10001651333

Hedging with weather derivatives : a role for options in reducing basis risk

Manfredo, Mark R.; Richards, Timothy J. - In: Applied financial economics 19 (2009) 1/3, pp. 87-97

Weather derivatives represent an important financial innovation for risk management. As with the use of any derivatives contract, the behaviour of the basis ultimately determines the net-hedged outcome. However, when using weather derivatives to hedge volumetric risks, risk managers often face...

Persistent link: https://www.econbiz.de/10003825820