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000014718 037__ $$a345-2016-15166
000014718 037__ $$a345-2016-15526
000014718 041__ $$aen
000014718 245__ $$aMANAGING OVERNIGHT CORN PRICE RISKS: E*HEDGING VERSUS TOKYO
000014718 260__ $$c2000
000014718 269__ $$a2000
000014718 300__ $$a14
000014718 336__ $$aJournal Article
000014718 446__ $$aEnglish
000014718 520__ $$aThis study investigates whether U.S. corn merchants can effectively manage the overnight price risk of cash corn purchased after the Chicago Board of Trade closes at 1:15 p.m. on either the electronic Project A market or in the corn contract traded on the Tokyo Grain Exchange. While neither market provides a very effective alternative using traditional measures of analysis, e*hedging on Project A is more effective than hedging in Tokyo. Both could be very effective for those merchants in the market every day. However, trading of corn futures contracts on Project A remains thin and likely illiquid, limiting its usefulness.
000014718 650__ $$aMarketing
000014718 6531_ $$acorn
000014718 6531_ $$ae*hedging
000014718 6531_ $$aelectronic markets
000014718 6531_ $$afutures markets
000014718 6531_ $$ahedging
000014718 6531_ $$aovernight price risks
000014718 6531_ $$aProject A
000014718 6531_ $$aTokyo Grain Exchange
000014718 700__ $$aLeuthold, Raymond M.
000014718 700__ $$aKim, MinKyoung
000014718 773__ $$dFall 2000$$jVolume 18$$kNumber 3$$o288$$q275$$tJournal of Agribusiness
000014718 8564_ $$s432349$$uhttp://ageconsearch.umn.edu/record/14718/files/18030275.pdf
000014718 887__ $$ahttp://purl.umn.edu/14718
000014718 909CO $$ooai:ageconsearch.umn.edu:14718$$pGLOBAL_SET
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  Previous issue date: 2000
000014718 982__ $$gJournal of Agribusiness>Volume 18, Number 3, Fall 2000
000014718 980__ $$a345