東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Optimal futures hedging strategies w...

Riley, John Michael.

FindBook

Google Book

Amazon

博客來

Optimal futures hedging strategies when grid pricing live cattle.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Optimal futures hedging strategies when grid pricing live cattle./
作者:	Riley, John Michael.
面頁冊數:	133 p.
附註:	Source: Masters Abstracts International, Volume: 42-06, page: 2009.
Contained By:	Masters Abstracts International42-06.
標題:	Economics, Agricultural. -
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=1420624
ISBN:	0496253727

Optimal futures hedging strategies when grid pricing live cattle.
Riley, John Michael.

Optimal futures hedging strategies when grid pricing live cattle. - 133 p.

Source: Masters Abstracts International, Volume: 42-06, page: 2009.

Thesis (M.S.)--Mississippi State University, 2004.

Grid pricing is rapidly overtaking traditional approaches to the marketing of fed cattle in the United States. Rather than pricing on a live basis, grids are generally based on carcass characteristics of each animal. Studies show that grid pricing potentially offers higher prices for cattle. However, grid pricing also poses significant new risks to the cattle feeder as this method diverges from the existing live cattle futures contract.

ISBN: 0496253727Subjects--Topical Terms:

626648
Economics, Agricultural.

Optimal futures hedging strategies when grid pricing live cattle.
LDR:01798nmm 2200289 4500 001 1850737
005 20051207082647.5
008 130614s2004 eng d
020 $a 0496253727
035 $a (UnM)AAI1420624
035 $a AAI1420624
040 $a UnM $c UnM
100 1 $a Riley, John Michael. $3 1938647
245 1 0 $a Optimal futures hedging strategies when grid pricing live cattle.
300 $a 133 p.
500 $a Source: Masters Abstracts International, Volume: 42-06, page: 2009.
500 $a Major Professor: Keith H. Coble.
502 $a Thesis (M.S.)--Mississippi State University, 2004.
520 $a Grid pricing is rapidly overtaking traditional approaches to the marketing of fed cattle in the United States. Rather than pricing on a live basis, grids are generally based on carcass characteristics of each animal. Studies show that grid pricing potentially offers higher prices for cattle. However, grid pricing also poses significant new risks to the cattle feeder as this method diverges from the existing live cattle futures contract.
520 $a This study examines optimal hedging strategies of cattle feeders, when using the existing live cattle futures contract, given three pricing methods: selling live, selling on a grid that rewards cutability, and selling on a grid that rewards quality. Simulated variables are used in analyzing the optimal hedge using the expected utility framework. The results indicate that grid pricing does alter the hedging strategy as it lowers the optimal hedge when compared to live pricing.
590 $a School code: 0132.
650 4 $a Economics, Agricultural. $3 626648
650 4 $a Economics, Finance. $3 626650
690 $a 0503
690 $a 0508
710 2 0 $a Mississippi State University. $3 1017550
773 0 $t Masters Abstracts International $g 42-06.
790 1 0 $a Coble, Keith H., $e advisor
790 $a 0132
791 $a M.S.
792 $a 2004
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=1420624