CROSS-HEDGING COTTONSEED MEAL

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dc.creatorRahman, Shaikh Mahfuzur
dc.creatorTurner, Steven C.
dc.creatorCosta, Ecio de Farias
dc.date2017-04-01T14:08:13Z
dc.date.accessioned2026-07-09T03:36:48Z
dc.descriptionThis study examines the feasibility of cross-hedging cottonseed meal with soybean meal futures. The 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 exhibit risk efficiency superior to cash pricing. The empirical analyses suggest that soybean meal futures can be used as a potential cross-hedging vehicle for cottonseed meal.
dc.identifierdoi:10.22004/ag.econ.21769
dc.identifierhttps://ageconsearch.umn.edu/record/21769/files/sp00ra12.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/21769
dc.identifier.urihttp://hdl.handle.net/123456789/536548
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/21769
dc.titleCROSS-HEDGING COTTONSEED MEAL
dc.typeText

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University of Minnesota