Price Pooling and the Gains from Hedging: Application to a Swedish Grain Cooperative

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dc.creatorJohnson, D. Demcey
dc.creatorNilsson, Tomas K.H.
dc.creatorAndersson, Hans
dc.date2017-04-01T14:10:16Z
dc.date.accessioned2026-07-09T03:31:53Z
dc.descriptionOptimal hedging strategies are analyzed for a cooperative operating a price pooling system in the presence of price and quantity risk. A three-period model, accounting for default risk and storage, is developed. Hedging allows the cooperative to increase the pool price offered to farmers by 2.8 - 4% for moderate risk parameters.
dc.identifierdoi:10.22004/ag.econ.20554
dc.identifierhttps://ageconsearch.umn.edu/record/20554/files/sp01jo02.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/20554
dc.identifier.urihttp://hdl.handle.net/123456789/534384
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/20554
dc.titlePrice Pooling and the Gains from Hedging: Application to a Swedish Grain Cooperative
dc.typeText

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