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.

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Year of publication:	1998
Authors:	Lord, Yoshie Saito ; Turner, Steven C.
Institutions:	Agricultural and Applied Economics Association - AAEA
Subject:	Financial Economics \| Risk and Uncertainty

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Extent:	application/pdf
Series:	1998 Annual meeting, August 2-5, Salt Lake City, UT.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series 1998 Annual meeting, August 2-5, Salt Lake City, UT Number 20886
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005536480