Forward hedging under price and production risk of wheat
This paper estimates optimal hedging ratios for a Finnish spring wheat producer under price and yield uncertainty. The contract available for hedging fixes the price and quantity at the time of sowing for a delivery at harvest. Autoregressive models are used to obtain point forecasts for the conditi...
| Hlavní autoři: | , |
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| Médium: | Článek |
| Jazyk: | English |
| Vydáno: |
Scientific Agricultural Society of Finland
2008-12-01
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| Edice: | Agricultural and Food Science |
| On-line přístup: | https://journal.fi/afs/article/view/5803 |