An Alternative Portfolio Estimation Procedure as Applied of Wheat Hedging

Previous hedging portfolio estimations have not explicitly tested £or the effect 0£ a widening and narrowing basis on the optimal hedge ratios. Evidence was Found that winter wheat producers on the northern Great Plains may be able to hedge more effectively on the Minneapolis spring wheat contract....

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Published inIDEAS Working Paper Series from RePEc
Main Authors Stowater, Tyler J, Schmiesing, Brian H
Format Paper
LanguageEnglish
Published St. Louis Federal Reserve Bank of St. Louis 01.01.1986
Subjects
Hedging
Wheat
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Abstract Previous hedging portfolio estimations have not explicitly tested £or the effect 0£ a widening and narrowing basis on the optimal hedge ratios. Evidence was Found that winter wheat producers on the northern Great Plains may be able to hedge more effectively on the Minneapolis spring wheat contract.
AbstractList Previous hedging portfolio estimations have not explicitly tested £or the effect 0£ a widening and narrowing basis on the optimal hedge ratios. Evidence was Found that winter wheat producers on the northern Great Plains may be able to hedge more effectively on the Minneapolis spring wheat contract.
Author Schmiesing, Brian H
Stowater, Tyler J
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Title An Alternative Portfolio Estimation Procedure as Applied of Wheat Hedging
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