Author: Steve W. Martinez
Publisher:
ISBN:
Category : Grain
Languages : en
Pages : 76
Book Description
Dynamic optimal hedges are calculated and evaluated for a hypothetical corn producer in North Carolina. Corn yield forecasts, harvest basis forecasts, and futures prices are used to estimate variances and covariances which affect the optimal hedges. Returns from dynamic hedging are compared to alternative marketing strategies, such as optimal hedging with no adjustment in the position, to evaluate performance. The effect of institutional constraints and costs on dynamic hedging performance is also examined.
The Optimal Dynamic Hedging Positions for Grain Producers Before Harvest
Author: Steve W. Martinez
Publisher:
ISBN:
Category : Grain
Languages : en
Pages : 76
Book Description
Dynamic optimal hedges are calculated and evaluated for a hypothetical corn producer in North Carolina. Corn yield forecasts, harvest basis forecasts, and futures prices are used to estimate variances and covariances which affect the optimal hedges. Returns from dynamic hedging are compared to alternative marketing strategies, such as optimal hedging with no adjustment in the position, to evaluate performance. The effect of institutional constraints and costs on dynamic hedging performance is also examined.
Publisher:
ISBN:
Category : Grain
Languages : en
Pages : 76
Book Description
Dynamic optimal hedges are calculated and evaluated for a hypothetical corn producer in North Carolina. Corn yield forecasts, harvest basis forecasts, and futures prices are used to estimate variances and covariances which affect the optimal hedges. Returns from dynamic hedging are compared to alternative marketing strategies, such as optimal hedging with no adjustment in the position, to evaluate performance. The effect of institutional constraints and costs on dynamic hedging performance is also examined.
Bulletin - Institute of Mathematical Statistics
Author: Institute of Mathematical Statistics
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 646
Book Description
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 646
Book Description
NCR-134 Conference
Author: NCR-134 (Committee : U.S.). Conference
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 466
Book Description
Publisher:
ISBN:
Category : Agricultural prices
Languages : en
Pages : 466
Book Description
Annual Activity Report of Department of Agricultural and Resource Economics
Author: North Carolina State University. Department of Agricultural and Resource Economics
Publisher:
ISBN:
Category : Agriculture
Languages : en
Pages : 266
Book Description
Publisher:
ISBN:
Category : Agriculture
Languages : en
Pages : 266
Book Description
Agricultural Economics Annual Activity Report
Author: North Carolina State University. Department of Economics and Business
Publisher:
ISBN:
Category : Agriculture
Languages : en
Pages : 90
Book Description
Publisher:
ISBN:
Category : Agriculture
Languages : en
Pages : 90
Book Description
World Agricultural Economics and Rural Sociology Abstracts
Author:
Publisher:
ISBN:
Category : Agriculture
Languages : en
Pages : 1852
Book Description
Publisher:
ISBN:
Category : Agriculture
Languages : en
Pages : 1852
Book Description
American Doctoral Dissertations
Author:
Publisher:
ISBN:
Category : Dissertation abstracts
Languages : en
Pages : 760
Book Description
Publisher:
ISBN:
Category : Dissertation abstracts
Languages : en
Pages : 760
Book Description
Agrindex
Author:
Publisher:
ISBN:
Category : Agriculture
Languages : en
Pages : 822
Book Description
Publisher:
ISBN:
Category : Agriculture
Languages : en
Pages : 822
Book Description
Agricultural Finance
Author: Helyette Geman
Publisher: John Wiley & Sons
ISBN: 1118827368
Category : Business & Economics
Languages : en
Pages : 291
Book Description
A comprehensive resource for understanding the complexities of agricultural finance Agricultural Finance: From Crops to Land, Water, and Infrastructure is a pioneering book that offers a comprehensive resource for understanding the worldwide agriculture markets, from spikes in agricultural commodity prices to trading strategies, and the agribusiness industry generally to the challenges of feeding the planet in particular. The book also goes in-depth on the topics of land, water, fertilizers, biofuels, and ethanol. Written by Helyette Geman—an industry expert in commodity derivatives—this book explores the agricultural marketplace and the cycles in agricultural commodity prices that can be the key to investor success. This resource addresses a wide range of other important topics as well, including agricultural insurance, energy, shipping and bunker prices, sustainability, investments in land, subsidies, agricultural derivatives, and farming risk-management. Other topics covered include structured products and agricultural commodities ETFs; trade finance in an era of credit shortage; securitization and commodity-linked notes; grains: wheat, corn, soybeans; softs: coffee, cocoa, cotton; shipping as a key component of agricultural trade; and the major agricultural shipping routes and the costs. The book: Offers the first comprehensive resource that deals with the all aspects of agricultural finance Includes information that is crucial for pension funds, asset managers, hedge funds, agribusiness corporates, CTAs and regulators Covers a range of topics from agricultural bunker prices, futures, options to major shipping routes and the costs This text is a must-have resource for accessing the information required to trade successfully in the agricultural marketplace.
Publisher: John Wiley & Sons
ISBN: 1118827368
Category : Business & Economics
Languages : en
Pages : 291
Book Description
A comprehensive resource for understanding the complexities of agricultural finance Agricultural Finance: From Crops to Land, Water, and Infrastructure is a pioneering book that offers a comprehensive resource for understanding the worldwide agriculture markets, from spikes in agricultural commodity prices to trading strategies, and the agribusiness industry generally to the challenges of feeding the planet in particular. The book also goes in-depth on the topics of land, water, fertilizers, biofuels, and ethanol. Written by Helyette Geman—an industry expert in commodity derivatives—this book explores the agricultural marketplace and the cycles in agricultural commodity prices that can be the key to investor success. This resource addresses a wide range of other important topics as well, including agricultural insurance, energy, shipping and bunker prices, sustainability, investments in land, subsidies, agricultural derivatives, and farming risk-management. Other topics covered include structured products and agricultural commodities ETFs; trade finance in an era of credit shortage; securitization and commodity-linked notes; grains: wheat, corn, soybeans; softs: coffee, cocoa, cotton; shipping as a key component of agricultural trade; and the major agricultural shipping routes and the costs. The book: Offers the first comprehensive resource that deals with the all aspects of agricultural finance Includes information that is crucial for pension funds, asset managers, hedge funds, agribusiness corporates, CTAs and regulators Covers a range of topics from agricultural bunker prices, futures, options to major shipping routes and the costs This text is a must-have resource for accessing the information required to trade successfully in the agricultural marketplace.
Dynamic Aspects of Grain Merchandising Decisions
Author: David Demcey Johnson
Publisher:
ISBN:
Category :
Languages : en
Pages : 370
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 370
Book Description