CROSS-HEDGING COTTONSEED MEAL

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dc.creatorRahman, Shaikh Mahfuzur
dc.creatorTurner, Steven C.
dc.creatorCosta, Ecio de Farias
dc.date2017-04-01T19:46:02Z
dc.date.accessioned2026-07-09T03:11:44Z
dc.descriptionThis study examines the feasibility of cross-hedging cottonseed meal with soybean meal futures. A simple linear regression of cottonseed meal cash prices on soybean meal futures provides a direct price movement relationship. Using the estimated hedge ratios, the net realized prices are calculated for seven different cash markets. The net realized prices are higher than cash prices in three of the four years evaluated. The empirical analyses suggest soybean meal futures can be used as a potential cross-hedging vehicle for cash cottonseed meal.
dc.identifierdoi:10.22004/ag.econ.14691
dc.identifierhttps://ageconsearch.umn.edu/record/14691/files/19020163.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/14691
dc.identifier.urihttp://hdl.handle.net/123456789/528227
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/14691
dc.titleCROSS-HEDGING COTTONSEED MEAL
dc.typeText

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University of Minnesota