Feasibility of using futures contracts of the Chicago Mercantile Exchange for hedging price risk in Chilean cattle

The aim of this paper is to study the feasibility of using Chicago Mercantile Exchange futures contracts as a price risk hedging instrument for cattle in Chile. For this purpose, seasonal unit root tests were performed, and the Johnson-Stein model was used to estimate the minimum risk hedge ratios b...

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Autores:

Tipo de recurso:

Fecha de publicación:

2019

Institución:

Universidad del Rosario

Repositorio:

Repositorio EdocUR - U. Rosario

Idioma:

spa

OAI Identifier:

oai:repository.urosario.edu.co:10336/22518

Acceso en línea:

https://doi.org/10.17533/udea.le.n90a01
https://repository.urosario.edu.co/handle/10336/22518

Palabra clave:

Agricultural policy
Criteria for decision-making under risk
Futures pricing
International financial markets
Uncertainty

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