Blar i Discussion papers (FOR) på emneord "locking in a certain revenue"
Viser treff 1-2 av 2
-
Area yield futures and options : risk management and hedging
(Discussion paper, Working paper, 2002)Suppose there exists a market for yield futures contracts as well as ordinary futures contracts for price. Intuitively one would think that a combined use of yield contracts and and futures price contracts ought to provide ... -
Area yield futures and options : risk management and hedging
(Discussion paper, Working paper, 2001)It is shown how a farmer can lock in a certain revenue by a combined trade in futures price and futures yield contracts, abstracting from production costs. An economic model is proposed for a combined price futures and ...