Futures spread risk in soybean multiyear hedge-to-arrive contracts

Agribusiness

Volumn 14, Issue 6, 1998, Pages 467-474

  Blue, E Neal ^a   Hayenga, Marvin L ^b   Lence, Sergio H ^b   Baldwin, E Dean ^a  

^a OHIO STATE UNIVERSITY   (United States)

^b IOWA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33847577689     PISSN: 07424477     EISSN: 15206297     Source Type: Journal    
DOI: 10.1002/(SICI)1520-6297(199811/12)14:6<467::AID-AGR4>3.0.CO;2-D     Document Type: Article

References (13)

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2. CFTC Advisory #3911-96. (1996, May). Commodity Futures Trading Commission’s Division of Economic Analysis Issues Statements of Policy and Guidance Relating to Hedge-to-Arrive Contracts. Washington, DC.
3. S. H. Lence., and M. L. Hayenga., On the Failure of Hedge-to-Arrive Contracts: A Case Study in Price Analysis. Selected paper presented at the annual Meeting of the American Agricultural Economics Association, Salt Lake City, UT, 1998, August.
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5. B. L. Gardner., “Rollover Hedging and Missing Long-Term Futures Markets,” American Journal of Agricultural Economics, 71, 311-318 1989.
6. National Grain and Feed Association. 1996.Hybrid Cash Grain Contracts; Assessing, Managing and Controlling Risk. White paper by the risk evaluation task force on hybrid cash contracts, Washington, DC: Author.
7. Understanding basis: The Economics of Where and When. (1988). Chicago: Chicago Board of Trade Publications.
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9. H. Working., Hedging Reconsidered, inSelected Writings of Holbrook Working, Peck, Anne, Ed.Chicago: Chicago Board of Trade, 1977. (Original work published 1953) pp.123-138.
10. W. G. Tomek., and R. W. Gray., Temporal Relationships Among Prices on Commodity Futures Markets: Their Allocative and Stabilizing Roles, in Selected writings on futures markets, Peck, Anne, Ed., Vol. 2.Chicago: Chicago Board of Trade. (Original work published 1970), pp. 137-148.
11. Chicago Board of Trade (1994). July/December Corn Spread 1982-1992. Chicago: Author.
12. W. G. Tomek., 1997.“Commodity Futures Prices as Forecasts.” Review of Agricultural Economics, 19, 23-44.
13. J. C. Williams., and Wright, B. D., “Storage and Commodity Markets.” Cambridge, England: Cambridge University Press, 1991.