BASIS RISK FOR RICE
Lord, Yoshie Saito; Turner, Steven C.
1998

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Abstract

The objective of this paper is to develop a cross hedging model for rice that minimizes basis risk and accounts for the existence of the nonstationary nature of basis. Basis is treated as an endogenous variable and model for basis risk are developed.

Details

Title BASIS RISK FOR RICE
Author(s) Lord, Yoshie Saito
Turner, Steven C.
Subject(s)
Issue Date 1998
Publication Type Conference Paper/ Presentation
DOI and Other Identifiers 10.22004/ag.econ.20886
Record Identifier https://ageconsearch.umn.edu/record/20886
PURL Identifier http://purl.umn.edu/20886
Language English
Total Pages 13
Series Statement Selected Paper
Record Appears in Agricultural and Applied Economics Association (AAEA) > Agricultural and Applied Economics Association (AAEA) Conferences > 1998 Annual meeting, August 2-5, Salt Lake City, UT

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