SPATIAL ANALYSIS OF FEEDER CATTLE HEDGING RISK

Optimal hedge ratios are estimated for various weights of feeder cattle in four cash markets based on CME data from 1992 to 1999. Three-month uniform hedges are simulated for every weight, contract, and cash market combination. Hedging effectiveness is compared empirically across locations to identify spatial differences in hedging risk.

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Year of publication:	2002
Authors:	Coffey, Brian K. ; Anderson, John D. ; Parcell, Joseph L.
Institutions:	Western Agricultural Economics Association - WAEA
Subject:	feeder cattle \| hedging risk \| hedge ratios \| Livestock Production/Industries \| Risk and Uncertainty

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Extent:	application/pdf
Series:	2002 Annual Meeting, July 28-31, 2002, Long Beach, California.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series 2002 Annual Meeting, July 28-31, 2002, Long Beach, California Number 36586
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005327556