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Volumn 19, Issue 3, 1999, Pages 271-289

The soybean crush spread: Empirical evidence and trading strategies

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EID: 0039778000     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199905)19:3<271::AID-FUT2>3.0.CO;2-P     Document Type: Article
Times cited : (33)

References (11)
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    • (1979) Journal of the American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 2
    • 0000013567 scopus 로고
    • Co-integration and error correction: Representation, estimation and testing
    • Engle R.F., & Granger C.W.J. (1987). Co-Integration and Error Correction: Representation, Estimation and Testing. Econometrica, 55, 251-276.
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 4
    • 84978549196 scopus 로고
    • The soybean complex spread: An examination of market efficiency from the viewpoint of the production process
    • Johnson, R., Zulauf, C., Irwin, S., & Gerlow, M. (1991). The Soybean Complex Spread: An Examination of Market Efficiency from the Viewpoint of the Production Process. The Journal of Futures Markets, 11, 25-37.
    • (1991) The Journal of Futures Markets , vol.11 , pp. 25-37
    • Johnson, R.1    Zulauf, C.2    Irwin, S.3    Gerlow, M.4
  • 5
    • 84978553316 scopus 로고
    • Analysis of profit margin hedging strategies for hog producers
    • Kenyon, D.E., & Clay J. (1987). Analysis of Profit Margin Hedging Strategies for Hog Producers. The Journal of Futures Markets, 7, 183-202.
    • (1987) The Journal of Futures Markets , vol.7 , pp. 183-202
    • Kenyon, D.E.1    Clay, J.2
  • 6
    • 0039152701 scopus 로고
    • Profit margin hedging in the rroiler industry
    • Board of Trade of the City of Chicago
    • Kenyon, D.E., & Shapiro, N.P. (1976). Profit Margin Hedging in the Rroiler Industry. Futures Trading Seminar Proceedings, Board of Trade of the City of Chicago, 4, 58-70.
    • (1976) Futures Trading Seminar Proceedings , vol.4 , pp. 58-70
    • Kenyon, D.E.1    Shapiro, N.P.2
  • 7
    • 0030527592 scopus 로고    scopus 로고
    • Mean reversion of interest-rate term premiums and profits from trading strategies with treasury futures spreads
    • Park, T.H., & Switzer L.N. (1996). Mean Reversion of Interest-Rate Term Premiums and Profits from Trading Strategies with Treasury Futures Spreads. The Journal of Futures Markets, 16, 331-352.
    • (1996) The Journal of Futures Markets , vol.16 , pp. 331-352
    • Park, T.H.1    Switzer, L.N.2
  • 8
    • 84978569340 scopus 로고
    • Putting on the crush: Day trading the soybean complex spread
    • Rechner D., & Poitras G. (1993). Putting on the Crush: Day Trading the Soybean Complex Spread. The Journal of Futures Markets, 13, 61-75.
    • (1993) The Journal of Futures Markets , vol.13 , pp. 61-75
    • Rechner, D.1    Poitras, G.2
  • 9
    • 84978549418 scopus 로고
    • Comparison of selective hedging and options strategies in cattle feedlot risk management
    • Schroeder, T.C., & Hayenga, M.L. (1988). Comparison of Selective Hedging and Options Strategies in Cattle Feedlot Risk Management. The Journal of Futures Markets, 8, 141-156.
    • (1988) The Journal of Futures Markets , vol.8 , pp. 141-156
    • Schroeder, T.C.1    Hayenga, M.L.2
  • 10
    • 0040337055 scopus 로고
    • The soybean industry
    • U.S. Department of Agriculture, Economic Research Service (1988). The Soybean Industry. Agricultural Economic Report No. 588.
    • (1988) Agricultural Economic Report No. 588 , vol.588
  • 11
    • 0000095552 scopus 로고
    • A heteroscedasticity-consistent covariance matrix extimator and direct tests for heteroskedasticity
    • White, H. (1980). A Heteroscedasticity-Consistent Covariance Matrix Extimator and Direct Tests for Heteroskedasticity. Econometrica 48, 817-838.
    • (1980) Econometrica , vol.48 , pp. 817-838
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.