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Relaxing the assumptions of minimum-variance hedging

Lence, Sergio H. - In: Journal of agricultural and resource economics : JARE ; … 21 (1996) 1, pp. 39-55

Persistent link: https://www.econbiz.de/10001204870

On the optimal hedge under unbiased futures prices

Lence, Sergio H. - In: Economics letters 47 (1995) 3, pp. 385-388

Persistent link: https://www.econbiz.de/10001178197

The economic value of minimum-variance hedges

Lence, Sergio H. - In: American journal of agricultural economics 77 (1995) 2, pp. 353-364

Persistent link: https://www.econbiz.de/10001181072

Storage profitability and hedge ratio estimation

Lence, Sergio H. - In: The journal of futures markets 16 (1996) 6, pp. 655-676

Persistent link: https://www.econbiz.de/10001206957

On the pitfalls of multi-year rollover hedges : the case of hedge-to-arrive contracts

Lence, Sergio H.; Hayenga, Marvin L. - In: American journal of agricultural economics 83 (2001) 1, pp. 107-119

Persistent link: https://www.econbiz.de/10001633196

Could the government manage its exposure to crop reinsurance risk?

Hayes, Dermot James; Lence, Sergio H.; Mason, Chuck - In: Agricultural finance review 63 (2003) 2, pp. 127-142

Persistent link: https://www.econbiz.de/10001930298

Optimal hedging under forward-looking behaviour

Lence, Sergio H. - In: The economic record : er 71 (1995) 215, pp. 329-342

Persistent link: https://www.econbiz.de/10001199232

The empirical minimum-variance hedge

Lence, Sergio H. - In: American journal of agricultural economics 76 (1994) 1, pp. 94-104

Persistent link: https://www.econbiz.de/10001165895

Multiperiod production with forward and option markets

Lence, Sergio H. - In: American journal of agricultural economics 76 (1994) 2, pp. 286-295

Persistent link: https://www.econbiz.de/10001166283

Could the government manage its exposure to crop reinsurance risk?

Hayes, Dermot J.; Lence, Sergio H.; Mason, Chuck - In: Agricultural Finance Review 63 (2003) 2, pp. 127-142

This study estimates the probability density function of the government’s net income from reinsuring crop insurance for corn, wheat, and soybeans. Based on 1997 data, it is estimated there is a 5% probability that the government will need to reimburse at least $1 billion to insurance...

Persistent link: https://www.econbiz.de/10014667294