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Hedging strategies for exports of cereals and cereal products to the European Community

Braga, Francesco S. - In: The journal of futures markets 11 (1991) 3, pp. 347-369

Persistent link: https://www.econbiz.de/10001104841

Marketing the EC grain surplus : the role of futures markets

Becker, Tilman - 1987

Persistent link: https://www.econbiz.de/10001339490

The effect of institutional factors on the basis performance : an empirical study of the London wheat futures market

Bascou, Pierre - In: Review of futures markets 9 (1990) 3, pp. 640-662

Persistent link: https://www.econbiz.de/10001128324

Hedging effectiveness of European wheat futures markets : an application of multivariate GARCH models

Zuppiroli, Marco; Revoredo Giha, César L. - In: International journal of applied management science 8 (2016) 2, pp. 132-148

Persistent link: https://www.econbiz.de/10011636094

Price discovery and the basis effects of failures to converge in soft red winter wheat futures markets

Karali, Berna; McNew, Kevin Patrick; Thurman, Walter N. - In: Journal of agricultural and resource economics : JARE ; … 43 (2018) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10011833395

Components of Grain Futures Price Volatility

Karali, Berna - 2012

We analyze the determinants of daily futures price volatility in corn, soybeans, wheat, and oats markets from 1986 to 2007. Combining the information from simultaneously traded contracts, we implement a generalized least squares method that allows us to clearly distinguish among time-to-delivery...

Persistent link: https://www.econbiz.de/10013116960