BASIS RISK FOR RICE

The objective of this paper is to develop a cross hedging model for rice that minimizes basis risk and accounts for the existence of the nonstationary nature of basis. Basis is treated as an endogenous variable and model for basis risk are developed.


Issue Date:
1998
Publication Type:
Conference Paper/ Presentation
PURL Identifier:
http://purl.umn.edu/20886
Total Pages:
13
Series Statement:
Selected Paper




 Record created 2017-04-01, last modified 2017-08-24

Fulltext:
Download fulltext
PDF

Rate this document:

Rate this document:
1
2
3
 
(Not yet reviewed)