SIMPLE AND MULTIPLE CROSS-HEDGING OF RICE BRAN

Feasibility of forward pricing sales of rice bran via cross-hedging was investigated. Corn, oats, wheat, and soybean meal futures were considered as simple and multiple cross-hedging media. Simulation results indicated that simple cross-hedging using corn futures would be most effective in reducing price risks.


Issue Date:
1986-07
Publication Type:
Journal Article
Record Identifier:
http://ageconsearch.umn.edu/record/29451
PURL Identifier:
http://purl.umn.edu/29451
Published in:
Southern Journal of Agricultural Economics, Volume 18, Number 1
Page range:
123-128
Total Pages:
6




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

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