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Contracts, Individual Revenue and Performance

✍ Scribed by Peter Chinloy, Daniel T. Winkler

Book ID
118823202
Publisher
Springer US
Year
2012
Tongue
English
Weight
204 KB
Volume
33
Category
Article
ISSN
0195-3613

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πŸ“œ SIMILAR VOLUMES

Substitution between revenue futures and
Substitution between revenue futures and price futures contracts: A note
✍ David A. Hennessy πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 65 KB πŸ‘ 1 views

## Abstract In recent years, commercial interest has been expressed in agricultural revenue insurance instruments. Participating parties may look to futures markets to offset assumed positions. In this note, conditions are identified such that revenue futures contracts are perfect substitutes for p

A note on price futures versus revenue f
A note on price futures versus revenue futures contracts
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## Abstract Here we consider the hedging roles of a price futures contract versus a revenue futures contract. In the absence of idiosyncratic output risk, the revenue contract almost always dominates the price contract. Idiosyncratic output risk provides conditions under which the price contract sh