文章基本信息

标题：BASIS RISK FOR RICE
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作者：Lord, Yoshie Saito ; Turner, Steven C.
期刊名称：Journal of Food Distribution Research
印刷版ISSN：0047-245X
出版年度：1998
期号：SUPPL
出版社：Food Distribution Research Society
摘要：The objective of this paper is to develop a cross hedging model for rice that minimizes basis risk and accounts for the existence of the nonstationary nature of basis. Basis is treated as an endogenous variable and model for basis risk are developed.