文章基本信息
- 标题：BASIS RISK FOR RICE
- 本地全文：下载
- 作者：Lord, Yoshie Saito ; Turner, Steven C.
- 期刊名称：Journal of Agribusiness
- 印刷版ISSN：0738-8950
- 出版年度：1998
- 期号：suppl
- 出版社：Journal of Agribusiness
- 摘要：The objective of this paper is to develop a cross hedging model for rice that minimizes basis risk and accounts for the existence of the nonstationary nature of basis. Basis is treated as an endogenous variable and model for basis risk are developed.
