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TESTING FOR RISK PREMIUMS IN THE WHEAT-FLOUR SUBSECTOR

Cotterill, Ronald W.; Salih, Hachim M.
1992
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This paper specifies a model of wholesale flour price determination that incorporates risk measures for input prices (wheat) and a joint output price (millfeed). Tests using daily price data for a Buffalo flour miller indicate that risk premiums do exist. Moreover, these premiums persist in a model that incorporates hedging.

Title
TESTING FOR RISK PREMIUMS IN THE WHEAT-FLOUR SUBSECTOR
Author(s)
Cotterill, Ronald W.
Salih, Hachim M.
Subject(s)
Issue Date
1992-09
Publication Type
Working or Discussion Paper
Digital Object Identifier
https://doi.org/10.22004/ag.econ.116109
Record Identifier
https://ageconsearch.umn.edu/record/116109
PURL Identifier
http://purl.umn.edu/116109
Language
English
Total Pages
19
Series Statement
Working Paper
31
Record Appears in
Regional Research Projects > NE-165 Private Strategies, Public Policies, and Food System Performance > Working Papers

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