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Effectiveness of hedging in potato futures

โœ Scribed by Kandice H. Kahl; William G. Tomek

Publisher
John Wiley and Sons
Year
1982
Tongue
English
Weight
556 KB
Volume
2
Category
Article
ISSN
0270-7314

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โœฆ Synopsis

T tract traded at the New York Mercantile Exchange (NYME) has been a less effective medium for hedging in the 1970s than in earlier years. This conclusion arises from a comparison of results of unhedged sales of potatoes with results from various hedging programs for two time periods : 1959-1972 and 1973-1978.' Routine, selective, and minimum-risk hedges are discussed. In general, the results imply a reduced usefulness of the NYME potato market for either storage or production hedging in the 1973-1978 period.

'A more complete analysis is given in Paul et al. (1981). 'In a recent revision of the contract, round white potatoes grown in New York State or Connecticut also can be delivered.

3The historical trends in potato production in Maine are discussed in Paul et a]. (1981, pp. 4-8).

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