Multiple-year pricing strategies for corn and soybeans

Article Abstract:

Multiple-year pricing of corn and soybeans involves risky strategies but often result to higher productivity. The 3-year corn strategy entails selling of production equivalent to three years whenever December futures prices attain the top 5% of the historical futures price distribution. On the other hand, the 3-year soybean strategies call for selling of production equivalent to three years whenever November futures prices reach more than 10 or 15% price from the historical futures price distribution.

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The Risk Management Effectiveness of Multivariate Hedging Models in the U.S. Soy Complex

Article Abstract:

This paper studies proposed hedging strategies that use econometric techniques for reliable forecasts. Using U.S. soy complex data, the author finds no evidence to prove any advantage by the proposed strategies.

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The impact of skewness in the hedging decision

Article Abstract:

A study examining the effect of skewness in a model of hedging on the hedger's decision is presented.

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