PREMIUMS/DISCOUNTS AND PREDICTIVE ABILITY OF THE SHRIMP FUTURES MARKET

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dc.creatorMartinez-Garmendia, Josue
dc.creatorAnderson, James L.
dc.date2017-04-01T16:46:19Z
dc.date.accessioned2026-07-09T04:13:03Z
dc.descriptionSeafood futures contracts are a novelty in the derivative markets, having shrimp as their only exponent. Unfortunately, shrimp futures contracts have suffered a disappointing start. The analyses focus on testing whether premiums/discounts for non-par deliverable shrimp size categories can eliminate cash price differentials, and whether the shrimp futures market can predict cash prices without bias. Results indicate ineffective premiums/discounts and predictive bias. These results and the momentous changes taking place in the seafood industry are contrasted to discuss the viability of seafood futures contracts.
dc.identifierdoi:10.22004/ag.econ.31424
dc.identifierhttps://ageconsearch.umn.edu/record/31424/files/30020160.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/31424
dc.identifier.urihttp://hdl.handle.net/123456789/546593
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/31424
dc.titlePREMIUMS/DISCOUNTS AND PREDICTIVE ABILITY OF THE SHRIMP FUTURES MARKET
dc.typeText

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