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Can Options Be Used as a Hedging Instrument?

descriptionPublicationkeyboard_double_arrow_right Preprint , Article 01 Jan 1992 United States
Authors: Sakong, Yong; Hayes, Dermot; Hallam, Arne;

handle: 20.500.12876/12425

Can Options Be Used as a Hedging Instrument?

Abstract

We develop a portfolio choice model for farmers faced with both price and production uncertainty who can hedge this uncertainty using both options and futures contracts. We then simulate the decision process of a typical Iowa farmer and derive his or her optimal options and futures position.

Country
United States
Related Organizations
Keywords

Agricultural and Resource Economics, 330, Agricultural Economics, Finance

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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