Role of delivery options in basis convergence
Authors:
- 3 June 2002
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 22 (8) , 783-809
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- Multiple delivery points, pricing dynamics, and hedging effectiveness in futures markets for spatial commoditiesJournal of Futures Markets, 1994
- Forecasting the nearby basis of live cattleJournal of Futures Markets, 1994
- The Quality Option and Timing Option in Futures ContractsThe Journal of Finance, 1989
- An Analysis of the Futures-Cash Price Basis for Live Beef CattleNorth Central Journal of Agricultural Economics, 1979
- The Gains from Basing Grain Storage Decisions on Cash-Future SpreadsJournal of Farm Economics, 1966
- Hedging ReconsideredJournal of Farm Economics, 1953