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Price risk management of canola in W...
~
Amoroso Iniguez, Ximena Victoria.
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Price risk management of canola in Western Canada.
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Price risk management of canola in Western Canada./
作者:
Amoroso Iniguez, Ximena Victoria.
面頁冊數:
205 p.
附註:
Source: Masters Abstracts International, Volume: 48-03, page: 1378.
Contained By:
Masters Abstracts International48-03.
標題:
Economics, Agricultural. -
電子資源:
http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=MR54645
ISBN:
9780494546451
Price risk management of canola in Western Canada.
Amoroso Iniguez, Ximena Victoria.
Price risk management of canola in Western Canada.
- 205 p.
Source: Masters Abstracts International, Volume: 48-03, page: 1378.
Thesis (M.Sc.)--University of Alberta (Canada), 2009.
This study examines the use or canola futures markets, U.S. soybean futures markets, and hedging as tools for reducing the canola price risk in Western Canada. The project evaluates the impact on Western Canada's canola hedge ratios when the Winnipeg Commodity Exchange (WCE) switched in December 2004 from open cry trading to an electronic method. It determines whether the distance between Western Canada's canola futures contract delivery point (Saskatoon) and elevator locations in the Western prairies has any impact on canola hedge ratios.
ISBN: 9780494546451Subjects--Topical Terms:
626648
Economics, Agricultural.
Price risk management of canola in Western Canada.
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Source: Masters Abstracts International, Volume: 48-03, page: 1378.
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Thesis (M.Sc.)--University of Alberta (Canada), 2009.
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This study examines the use or canola futures markets, U.S. soybean futures markets, and hedging as tools for reducing the canola price risk in Western Canada. The project evaluates the impact on Western Canada's canola hedge ratios when the Winnipeg Commodity Exchange (WCE) switched in December 2004 from open cry trading to an electronic method. It determines whether the distance between Western Canada's canola futures contract delivery point (Saskatoon) and elevator locations in the Western prairies has any impact on canola hedge ratios.
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The present study uses the OLS approach to estimate the hedge ratios (HRs). Vector Auto Regression models (VAR) were developed to measure the relationships between the regions and the different futures.
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Results show a close cointegrating relationship between canola cash prices and canola futures prices. Results show that canola futures prices lead canola cash prices. Hedging with WCE futures should be a viable alternative for canola growers. Results suggest that canola hedge ratios were statistically affected when the WCE went from open cry trading to an electronic method; results also show that HRs calculated using price levels after the change are lower in comparison to HRs calculated before the change and that HRs calculated using price changes are higher after the WCE switch. However the hedge ratio effectiveness was also found to be 30% lower after the change in both analysis price levels and price changes. The distance between delivery point and the elevator locations does not have a statistically significant impact on canola hedge ratios.
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http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=MR54645
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