Cross Hedging Performance Of Wholesale Beef In Live Cattle Futures Contracts Revisited

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Cross-hedging Performance of Wholesale Beef in Live Cattle Futures Contracts Revisited

Author : Casey W. Bieroth
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (664 download)

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Book Synopsis Cross-hedging Performance of Wholesale Beef in Live Cattle Futures Contracts Revisited by : Casey W. Bieroth

Download or read book Cross-hedging Performance of Wholesale Beef in Live Cattle Futures Contracts Revisited written by Casey W. Bieroth and published by . This book was released on 2010 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Risk management decision makers face significant price risk when purchasing or selling wholesale beef. Previous research has identified cross-hedging wholesale beef in Live Cattle futures as a plausible means of reducing this risk. Changes in the way beef is marketed have led to poor performance of cross-hedging programs. Unlike earlier research, more recent studies have shown that Live Cattle futures are a poor venue for effective cross-hedging. This study replicates previous research to evaluate the current state of traditional cross-hedging performance. Focus then shifts to improving cross-hedging methods. Hedge ratios derived from a traditional cross-hedging methodology exhibit a great deal of sensitivity to season, estimation technique, and quality grade. Basis risk is abundant for this type of cross-hedging. To reduce the basis risk inherent with cross-hedging wholesale beef, bundling is proposed. This involves combining two or more cuts together in a single unit to be cross-hedged. Firms merchandising meat from a whole carcass would be able to provide a valuable risk management service if the basis risk faced when hedging a bundled product is less than the basis risk faced when cross-hedging the corresponding products independently. This research found that bundling has neither a positive or negative effect on basis risk. Therefore bundling is a plausible practice, but will not offer reduced basis risk to decision makers.

An Analysis of Cross Hedging Selected Beef Cuts in the Live Cattle Futures Contract

Author : Virginia Beth Gamble
Publisher :
ISBN 13 :
Total Pages : 168 pages
Book Rating : 4.:/5 (123 download)

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Book Synopsis An Analysis of Cross Hedging Selected Beef Cuts in the Live Cattle Futures Contract by : Virginia Beth Gamble

Download or read book An Analysis of Cross Hedging Selected Beef Cuts in the Live Cattle Futures Contract written by Virginia Beth Gamble and published by . This book was released on 1984 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:

An Analysis of the Basis and Cross-hedging Potential of Beef and Pork Cuts in the Live Cattle and Hog Futures Contracts

Author : Raymond M. Leuthold
Publisher :
ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.0/5 ( download)

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Book Synopsis An Analysis of the Basis and Cross-hedging Potential of Beef and Pork Cuts in the Live Cattle and Hog Futures Contracts by : Raymond M. Leuthold

Download or read book An Analysis of the Basis and Cross-hedging Potential of Beef and Pork Cuts in the Live Cattle and Hog Futures Contracts written by Raymond M. Leuthold and published by . This book was released on 1986 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:

An Analysis of Hedging Effectiveness in Live Beef Cattle Futures Among Ten Major Cattle Feeding Regions

Author : Keith Holaday Lacy
Publisher :
ISBN 13 :
Total Pages : 230 pages
Book Rating : 4.3/5 (129 download)

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Book Synopsis An Analysis of Hedging Effectiveness in Live Beef Cattle Futures Among Ten Major Cattle Feeding Regions by : Keith Holaday Lacy

Download or read book An Analysis of Hedging Effectiveness in Live Beef Cattle Futures Among Ten Major Cattle Feeding Regions written by Keith Holaday Lacy and published by . This book was released on 1972 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Performance of the Live Cattle Futures Contract

Author : Brian W. Barton
Publisher :
ISBN 13 :
Total Pages : 320 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Performance of the Live Cattle Futures Contract by : Brian W. Barton

Download or read book Performance of the Live Cattle Futures Contract written by Brian W. Barton and published by . This book was released on 1984 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Wholesale Beef Futures Contract

Author :
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (15 download)

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Book Synopsis Wholesale Beef Futures Contract by :

Download or read book Wholesale Beef Futures Contract written by and published by . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: A wholesale beef futures contract has been suggested as a possible solution to recent problems in live cattle futures. However, it is uncertain whether the new futures contract will outperform the existing contract. In this research, I develop methods to derive a price series that is theoretically sound for a hypothetical futures contract. This allows for the evaluation of this hypothetical wholesale beef futures contract. I test these methods for validity using futures markets for hogs and find that they are similar in accuracy to a futures valuation model for existing futures. Then I derive a price series for this hypothetical wholesale beef futures contract and evaluate its effectiveness as a risk management tool.

The Feasibility of Cross Hedging Imported Boneless Beef in the Live Cattle Futures

Author : Robin Rachelle Fuller
Publisher :
ISBN 13 :
Total Pages : 118 pages
Book Rating : 4.:/5 (123 download)

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Book Synopsis The Feasibility of Cross Hedging Imported Boneless Beef in the Live Cattle Futures by : Robin Rachelle Fuller

Download or read book The Feasibility of Cross Hedging Imported Boneless Beef in the Live Cattle Futures written by Robin Rachelle Fuller and published by . This book was released on 1984 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Wholesale Beef Futures Contract

Author : Robert Stanley Thompson
Publisher :
ISBN 13 :
Total Pages : 105 pages
Book Rating : 4.:/5 (15 download)

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Book Synopsis Wholesale Beef Futures Contract by : Robert Stanley Thompson

Download or read book Wholesale Beef Futures Contract written by Robert Stanley Thompson and published by . This book was released on 2018 with total page 105 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this research, I develop methods to derive a price series that is theoretically sound for a hypothetical futures contract. I extend a futures valuation model to provide a valuation for a hypothetical futures contract. One such hypothetical contract that has been suggested as a possible solution to recent problems in live cattle futures is the wholesale beef futures contract. I present two different methods for generating the term structure of the hypothetical futures contract. The results show that both methods perform very well. The methods developed here are tested for validity using futures markets for hogs and cattle and are found similar in accuracy to a futures valuation model for existing futures. I also use the derived price series for the hypothetical wholesale beef futures contract to evaluate and compare its effectiveness as a risk management tool to the existing live cattle futures.

The Futures Market in Live Beef Cattle

Author : Gene A. Futrell
Publisher :
ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis The Futures Market in Live Beef Cattle by : Gene A. Futrell

Download or read book The Futures Market in Live Beef Cattle written by Gene A. Futrell and published by . This book was released on 1966 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Beef Cattle Futures

Author : Robert F. Bucher
Publisher :
ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Beef Cattle Futures by : Robert F. Bucher

Download or read book Beef Cattle Futures written by Robert F. Bucher and published by . This book was released on 1972 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Futures Trading in Livestock

Author : Henry Harrison Bakken
Publisher :
ISBN 13 :
Total Pages : 270 pages
Book Rating : 4.:/5 (89 download)

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Book Synopsis Futures Trading in Livestock by : Henry Harrison Bakken

Download or read book Futures Trading in Livestock written by Henry Harrison Bakken and published by . This book was released on 1970 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Optimal Hedge Ratio and Hedge Effectiveness of Live Cattle Futures Contracts in the State of Paraná, Brazil

Author : Guilherme Wolff
Publisher :
ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.:/5 (952 download)

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Book Synopsis Optimal Hedge Ratio and Hedge Effectiveness of Live Cattle Futures Contracts in the State of Paraná, Brazil by : Guilherme Wolff

Download or read book Optimal Hedge Ratio and Hedge Effectiveness of Live Cattle Futures Contracts in the State of Paraná, Brazil written by Guilherme Wolff and published by . This book was released on 2016 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Actual and Potential Use of the Livestock Futures Market by Illinois Producers

Author : Raymond M. Leuthold
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Actual and Potential Use of the Livestock Futures Market by Illinois Producers by : Raymond M. Leuthold

Download or read book Actual and Potential Use of the Livestock Futures Market by Illinois Producers written by Raymond M. Leuthold and published by . This book was released on 1975 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Bibliography of Agriculture

Author :
Publisher :
ISBN 13 :
Total Pages : 1920 pages
Book Rating : 4.0/5 ( download)

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Book Synopsis Bibliography of Agriculture by :

Download or read book Bibliography of Agriculture written by and published by . This book was released on 1986 with total page 1920 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Agricultural Marketing and Price Analysis

Author : F. Bailey Norwood
Publisher : Waveland Press
ISBN 13 : 1478648678
Total Pages : 445 pages
Book Rating : 4.4/5 (786 download)

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Book Synopsis Agricultural Marketing and Price Analysis by : F. Bailey Norwood

Download or read book Agricultural Marketing and Price Analysis written by F. Bailey Norwood and published by Waveland Press. This book was released on 2021-12-20 with total page 445 pages. Available in PDF, EPUB and Kindle. Book excerpt: Friendly and readable, Agricultural Marketing and Price Analysis presents a comprehensive approach to agricultural price analysis, agricultural market structures, and agricultural marketing strategies. The authors engage students with very little exposure to economics and with only a basic grasp of algebra. The text utilizes a fresh approach and supplies thorough coverage of core topics, as well as complex topics such as general equilibrium models, game theory, and econometrics. It also provides an introduction to data analysis and incorporates many examples. Supplemental materials are available for additional practice and further exploration. Unique to the Second Edition is the inclusion of a chapter on consumer behavior and food preferences, as well as relevant areas of research. The authors introduce readers to the agricultural supply chain, including forecasting and inventory management. Succinct and approachable, this text sets the stage for an enjoyable and effective learning experience.

Food Price Volatility and Its Implications for Food Security and Policy

Author : Matthias Kalkuhl
Publisher : Springer
ISBN 13 : 3319282018
Total Pages : 620 pages
Book Rating : 4.3/5 (192 download)

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Book Synopsis Food Price Volatility and Its Implications for Food Security and Policy by : Matthias Kalkuhl

Download or read book Food Price Volatility and Its Implications for Food Security and Policy written by Matthias Kalkuhl and published by Springer. This book was released on 2016-04-12 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides fresh insights into concepts, methods and new research findings on the causes of excessive food price volatility. It also discusses the implications for food security and policy responses to mitigate excessive volatility. The approaches applied by the contributors range from on-the-ground surveys, to panel econometrics and innovative high-frequency time series analysis as well as computational economics methods. It offers policy analysts and decision-makers guidance on dealing with extreme volatility.

How I Became a Quant

Author : Richard R. Lindsey
Publisher : John Wiley & Sons
ISBN 13 : 1118044754
Total Pages : 406 pages
Book Rating : 4.1/5 (18 download)

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Book Synopsis How I Became a Quant by : Richard R. Lindsey

Download or read book How I Became a Quant written by Richard R. Lindsey and published by John Wiley & Sons. This book was released on 2011-01-11 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for How I Became a Quant "Led by two top-notch quants, Richard R. Lindsey and Barry Schachter, How I Became a Quant details the quirky world of quantitative analysis through stories told by some of today's most successful quants. For anyone who might have thought otherwise, there are engaging personalities behind all that number crunching!" --Ira Kawaller, Kawaller & Co. and the Kawaller Fund "A fun and fascinating read. This book tells the story of how academics, physicists, mathematicians, and other scientists became professional investors managing billions." --David A. Krell, President and CEO, International Securities Exchange "How I Became a Quant should be must reading for all students with a quantitative aptitude. It provides fascinating examples of the dynamic career opportunities potentially open to anyone with the skills and passion for quantitative analysis." --Roy D. Henriksson, Chief Investment Officer, Advanced Portfolio Management "Quants"--those who design and implement mathematical models for the pricing of derivatives, assessment of risk, or prediction of market movements--are the backbone of today's investment industry. As the greater volatility of current financial markets has driven investors to seek shelter from increasing uncertainty, the quant revolution has given people the opportunity to avoid unwanted financial risk by literally trading it away, or more specifically, paying someone else to take on the unwanted risk. How I Became a Quant reveals the faces behind the quant revolution, offering you?the?chance to learn firsthand what it's like to be a?quant today. In this fascinating collection of Wall Street war stories, more than two dozen quants detail their roots, roles, and contributions, explaining what they do and how they do it, as well as outlining the sometimes unexpected paths they have followed from the halls of academia to the front lines of an investment revolution.