Ex ante basis risk in the live hog futures contract: Has hedgers' risk increased?

Philip Garcia; Dwight R. Sanders

doi:10.1002/(SICI)1096-9934(199606)16:4<421::AID-FUT4>3.0.CO;2-K

Ex ante basis risk in the live hog futures contract: Has hedgers' risk increased?

Philip Garcia, Dwight R. Sanders

Agricultural and Consumer Economics

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Pages (from-to)	421-440
Number of pages	20
Journal	Journal of Futures Markets
Volume	16
Issue number	4
DOIs	https://doi.org/10.1002/(SICI)1096-9934(199606)16:4<421::AID-FUT4>3.0.CO;2-K
State	Published - 1996

ASJC Scopus subject areas

Accounting
General Business, Management and Accounting
Finance
Economics and Econometrics

Online availability

10.1002/(SICI)1096-9934(199606)16:4<421::AID-FUT4>3.0.CO;2-K

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title = "Ex ante basis risk in the live hog futures contract: Has hedgers' risk increased?",

author = "Philip Garcia and Sanders, {Dwight R.}",

year = "1996",

doi = "10.1002/(SICI)1096-9934(199606)16:4<421::AID-FUT4>3.0.CO;2-K",

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Ex ante basis risk in the live hog futures contract: Has hedgers' risk increased?

ASJC Scopus subject areas

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