Document Type
Article
Publication Date
7-30-1986
Keywords
agricultural economics, wheat production, crop contracts
Abstract
Previous hedging portfolio estimation have not explicitly tested for the effect of 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.
Publisher
Department of Economics, South Dakota State University
Series Number
86-4
Number of Pages
15
Recommended Citation
Stowater, Tyler and Schmiesing, Brian, "An Alternative Portfolio Estimation Procedure as Applied of Wheat Hedging" (1986). Economics Staff Paper Series. 43.
https://openprairie.sdstate.edu/econ_staffpaper/43