Arbitrage hedging in markets for the US lean hogs and the EU live pigs
The paper describes an attempt to gain insight into the relationship between cash and futures markets for US lean hogs and EU live pigs, and the opportunity of arbitrage hedging. In doing so, the authors use newer methods of threshold cointegration analysis for time series from 1999 until 2008. Besi...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Czech Academy of Agricultural Sciences
2013-11-01
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| Series: | Agricultural Economics (AGRICECON) |
| Subjects: | |
| Online Access: | https://agricecon.agriculturejournals.cz/artkey/age-201311-0003_arbitrage-hedging-in-markets-for-the-us-lean-hogs-and-the-eu-live-pigs.php |