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Basis variability in the feeder cattle contract before and after cash settlement

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

Identiferoai:union.ndltd.org:VTETD/oai:vtechworks.lib.vt.edu:10919/46245
Date16 December 2009
CreatorsCurrin, Lisa Carol
ContributorsAgricultural Economics, Peterson, Everett B., Purcell, Wayne D., Kenyon, David E.
PublisherVirginia Tech
Source SetsVirginia Tech Theses and Dissertation
LanguageEnglish
Detected LanguageEnglish
TypeThesis, Text
Formatviii, 67 leaves, BTD, application/pdf, application/pdf
RightsIn Copyright, http://rightsstatements.org/vocab/InC/1.0/
RelationOCLC# 29323468, LD5655.V855_1993.C877.pdf

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