Optimal Cross Hedging Winter Canola

Winter canola in the southern Great Plains has shown large price fluctuations and there have been questions about which futures market could be used to reduce price risk. Our results indicate that the optimal futures contract to cross hedge winter canola is soybean oil futures.


Issue Date:
Jan 15 2014
Publication Type:
Conference Paper/ Presentation
Record Identifier:
http://ageconsearch.umn.edu/record/162428
PURL Identifier:
http://purl.umn.edu/162428
Total Pages:
19




 Record created 2017-04-01, last modified 2018-01-22

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