Relationships between the futures price, cash price, and U.S. Feeder Steer Price in the final eight weeks of trading on the feeder cattle futures contract were analyzed. Models were developed to examine continued problems with basis variability in the feeder cattle futures contract. The results of these models indicated that the change from physical delivery to cash settlement and the use of the U.S. Feeder Steer Price as a settlement index for the contract did not improve problems associated with basis variability. / Master of Science
Identifer | oai:union.ndltd.org:VTETD/oai:vtechworks.lib.vt.edu:10919/46245 |
Date | 16 December 2009 |
Creators | Currin, Lisa Carol |
Contributors | Agricultural Economics, Peterson, Everett B., Purcell, Wayne D., Kenyon, David E. |
Publisher | Virginia Tech |
Source Sets | Virginia Tech Theses and Dissertation |
Language | English |
Detected Language | English |
Type | Thesis, Text |
Format | viii, 67 leaves, BTD, application/pdf, application/pdf |
Rights | In Copyright, http://rightsstatements.org/vocab/InC/1.0/ |
Relation | OCLC# 29323468, LD5655.V855_1993.C877.pdf |
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