Germany and Holland by participating at futures markets in Amsterdam or Hannover. The relative market and hedging efficiency … of slaughter hog gross margins (income). Relative market efficiency and a significant impact of hedging on income risk … minimizing hedging strategy. …

evaluate the grouping methods in a hedging framework by assessing their ability to reflect relationships consistent with theory …

A theoretical optimal hedging model is developed to determine potential demand from Australian farmers for a hedging … there are still many hurdles to implementing agricultural weather derivative contracts in Australia. The optimal hedging …

risks with and without hedging were compared using the analogy of the value-at-risk measure (VaR), i.e., a quantile …, hedging reduced VaR to a variable degree under both current and future climatic conditions, with a considerable basis risk due … to spatial heterogeneity of precipitation. The results also showed that hedging might provide a valid risk transfer since …

arbitrage opportunities to hedgers and if such activity is significant, then the activities of commercial firms should affect … the returns to their hedging portfolio i.e., change in basis. This insight is developed into an examination of the impact …

The demand for hedging against price uncertainty in the presence of crop yield and revenue insurance contracts is … the characterization of the first-best hedging strategy in the expected utility framework. It is then illustrated using …