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Comparative analysis of cash margin hedging strategies with commodity futures contracts and options

The performance of futures contracts and commodity options as hedging instruments were compared in a cash margin hedging framework for a 150 sow farrow to finish hog operation in southeastern Virginia. The expected cash margin (ECM) using corn soybean meal and hog futures were calculated daily from 1975 through 1982. The performance of options and futures were compared in 530 strategies that ranged from strait routine fixed margin hedging to strategies based on forecasted variable margins. / Master of Science

Identiferoai:union.ndltd.org:VTETD/oai:vtechworks.lib.vt.edu:10919/45914
Date20 November 2012
CreatorsRowsell, John
ContributorsAgricultural Economics, Kenyon, David E., Purcell, Wayne D., Bainbridge, Bruce B.
PublisherVirginia Tech
Source SetsVirginia Tech Theses and Dissertation
Detected LanguageEnglish
TypeThesis, Text
Formatix, 77 leaves, BTD, application/pdf, application/pdf
RightsIn Copyright, http://rightsstatements.org/vocab/InC/1.0/
RelationOCLC# 16367509, LD5655.V855_1987.R688.pdf

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