Substitution between Revenue Futures and Price Futures Contracts: A Note

Journal of Futures Markets

Volumn 22, Issue 4, 2002, Pages 387-391

  Hennessy, David A ^a  

^a IOWA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036115323     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.10014     Document Type: Review

References (9)

1. Chambers, R. G., & Quiggin, J. (2000). Uncertainty, production, choice, and agency: The state-contingent approach. Cambridge, UK: Cambridge University Press.
2. Coble, K. H., Heifner, R. G., & Zuniga, M. (2000). Implications of crop yield and revenue insurance for producer hedging. Journal of Agricultural and Applied Economics, 25(2), 432-452.
3. Hart, C. E., Babcock, B. A., & Hayes, D. J. (2001). Livestock revenue insurance. Journal of Futures Markets, 21(6), 553-580.
4. Hennessy, D. A., Babcock, B. A., & Hayes, D. J. (1997). Budgetary and producer welfare effects of revenue insurance. American Journal of Agricultural Economics, 79(3), 1024-1034.
5. Losq, E. (1982). Hedging with price and output uncertainty. Economics Letters, 10(1-2), 65-70.
6. Mahul, O., & Wright, B. D. (2000, July-August). Designing optimal crop revenue insurance. Paper presented at the annual meetings of the American Agricultural Economics Association, Tampa FL.
7. Moschini, G.-C., & Lapan, H. E. (1995). The hedging role of options and futures under joint price, basis, and production risk. International Economic Review, 36(4), 1025-1049.
8. Sakong, Y., Hayes, D. J., & Hallam, A. (1993). Hedging production risk with options. American Journal of Agricultural Economics, 75(2), 408-415.
9. U.S. Department of Agriculture, Risk Management Agency. (2001). http://www.rma.usda.gov/policies/, visited September 26.