Comparative analysis of cash margin hedging strategies with commodity futures contracts and options

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dc.contributor.authorRowsell, Johnen
dc.contributor.committeememberKenyon, David E.en
dc.contributor.committeememberPurcell, Wayne D.en
dc.contributor.committeememberBainbridge, Bruce B.en
dc.contributor.departmentAgricultural Economicsen
dc.date.accessioned2014-03-14T21:50:20Zen
dc.date.adate2012-11-20en
dc.date.available2014-03-14T21:50:20Zen
dc.date.issued1987-03-05en
dc.date.rdate2012-11-20en
dc.date.sdate2012-11-20en
dc.description.abstractThe performance of futures contracts and commodity options as hedging instruments were compared in a cash margin hedging framework for a 150 sow farrow to finish hog operation in southeastern Virginia. The expected cash margin (ECM) using corn soybean meal and hog futures were calculated daily from 1975 through 1982. The performance of options and futures were compared in 530 strategies that ranged from strait routine fixed margin hedging to strategies based on forecasted variable margins.en
dc.description.degreeMaster of Scienceen
dc.format.extentix, 77 leavesen
dc.format.mediumBTDen
dc.format.mimetypeapplication/pdfen
dc.identifier.otheretd-11202012-040227en
dc.identifier.sourceurlhttp://scholar.lib.vt.edu/theses/available/etd-11202012-040227/en
dc.identifier.urihttp://hdl.handle.net/10919/45914en
dc.publisherVirginia Techen
dc.relation.haspartLD5655.V855_1987.R688.pdfen
dc.relation.isformatofOCLC# 16367509en
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subject.lccLD5655.V855 1987.R688en
dc.subject.lcshCommodity exchangesen
dc.subject.lcshHedging (Finance)en
dc.subject.lcshPork industry and tradeen
dc.subject.lcshSwine -- Marketingen
dc.titleComparative analysis of cash margin hedging strategies with commodity futures contracts and optionsen
dc.typeThesisen
dc.type.dcmitypeTexten
thesis.degree.disciplineAgricultural Economicsen
thesis.degree.grantorVirginia Polytechnic Institute and State Universityen
thesis.degree.levelmastersen
thesis.degree.nameMaster of Scienceen

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