Hedging with futures contracts in the Brazilian soybean complex: BM&F vs. CBOT

Hedging with futures contracts in the Brazilian soybean complex: BM&F vs. CBOT

This article analyzes the effectiveness of hedging Brazilian soy oil, soy meal, and soybeans in the Chicago Board of Trade (CBOT) and in the Brazilian Commodities and Futures Exchange (BM&F) to reduce the risk of financial loss due to commodity price fluctuations. The econometric results show th...

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Bibliographic Details
Main Authors: Silva Andréia Regina O. da, Aguiar Danilo R. D., Lima João Eustáquio de
Format: Article
Language:English
Published: Sociedade Brasileira de Economia e Sociologia Rural 2003-01-01
Series:Revista de Economia e Sociologia Rural
Subjects:
cross-hedging
soybean industry
hedging effectiveness
Online Access:http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-20032003000200004

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