英文文献:Optimal Hedging Ratios And Hedging Risk For Grain By-Products-谷物副产品的最佳对冲比率和对冲风险
英文文献作者:Coffey, Brian K.,Anderson, John D.,Parcell, Joseph L.
英文文献摘要:
Optimal cross hedge ratios are estimated for a number of grain by-products used as livestock feed. Risk associated with these cross hedge ratios is measured to determine if cross hedging reduces grain by-product price risk. Results provide useful risk management guidelines for livestock and dairy producers.
估计了一些用作牲畜饲料的谷物副产品的最佳交叉树篱比率。衡量与这些交叉对冲比率相关的风险,以确定交叉对冲是否降低了粮食副产品的价格风险。结果为家畜和乳制品生产者提供了有用的风险管理指南。