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Hedging strategies and price risk: A...

Hunter, Debra R.

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Hedging strategies and price risk: An empirical analysis.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Hedging strategies and price risk: An empirical analysis./
Author:	Hunter, Debra R.
Description:	150 p.
Notes:	Source: Dissertation Abstracts International, Volume: 65-01, Section: A, page: 0203.
Contained By:	Dissertation Abstracts International65-01A.
Subject:	Business Administration, Accounting. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3118202

Hedging strategies and price risk: An empirical analysis.
Hunter, Debra R.

Hedging strategies and price risk: An empirical analysis. - 150 p.

Source: Dissertation Abstracts International, Volume: 65-01, Section: A, page: 0203.

Thesis (D.B.A.)--Louisiana Tech University, 2004.

This dissertation focused on the use of futures contracts as a hedge against price risk and is motivated by two key questions. First, will daily corn (soybean) futures prices consistently yield higher/lower prices than daily cash spot prices, afSubjects--Topical Terms:

1020666
Business Administration, Accounting.

Hedging strategies and price risk: An empirical analysis.
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035 $a (UnM)AAI3118202
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100 1 $a Hunter, Debra R. $3 1950197
245 1 0 $a Hedging strategies and price risk: An empirical analysis.
300 $a 150 p.
500 $a Source: Dissertation Abstracts International, Volume: 65-01, Section: A, page: 0203.
500 $a Adviser: Michael Luehlfing.
502 $a Thesis (D.B.A.)--Louisiana Tech University, 2004.
520 $a This dissertation focused on the use of futures contracts as a hedge against price risk and is motivated by two key questions. First, will daily corn (soybean) futures prices consistently yield higher/lower prices than daily cash spot prices, af
520 $a Data consisted of daily futures prices and daily cash spot prices for corn (September/December) and soybean (November/January) contracts for the period 1970 through 2000. These two commodities have the largest futures trading and highest product
520 $a Two primary data analysis techniques were applied. First, price differences were analyzed using a timing model, adjusted for an arbitrage bound. The results from the timing model do not support the null hypothesis that "a time frame does not exi
520 $a Second, the data was analyzed using a mean-variance framework and a logarithmic utility function to determine hedge ratios for corn (soybeans). The calculated hedge ratios do not support the null hypothesis that "a partial hedge will not consist
590 $a School code: 0109.
650 4 $a Business Administration, Accounting. $3 1020666
650 4 $a Economics, Finance. $3 626650
650 4 $a Economics, Agricultural. $3 626648
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690 $a 0508
690 $a 0503
710 2 0 $a Louisiana Tech University. $3 1018729
773 0 $t Dissertation Abstracts International $g 65-01A.
790 1 0 $a Luehlfing, Michael, $e advisor
790 $a 0109
791 $a D.B.A.
792 $a 2004
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3118202