Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10008503817
Soybean futures spreads in the 1948-1997 period are evaluated for the associated monetary risks inherent in multiyear hedge-to-arrive contracts (HTAs). For all years, the probability of having a negative old crop-new crop spread is approximately 75%. However, the high-price years have a 100%...
Persistent link: https://www.econbiz.de/10005442019