Data/hora: 01/06/2024 14:24:25

Provedor de dados: | 31
País: | United States
Título: | Is there a "Right" Time to Buy Options Pre-Harvest?
Autores: | Curtis,   Charles E., Jr.; Isengildina-Massa,   Olga; Hummel,   Andrew.
Data: | 2007-01-12
Ano: | 2007
Palavras-chave: | Marketing.
Resumo: | This study analyses the variables that affect the option premium levels in an attempt to identify a period in time that would be considered "preferred" for the purchase of a December put option contract for corn and cotton.  The daily futures and options data from January 1990 to October 2005 revealed that average prices of December cotton and corn futures tended to be higher in the month of March.  The early months of the year also demonstrated low implied volatility levels while offering larger time to maturity.  The analysis suggests that March may be a preferred time to purchase December cotton and corn put options.
Tipo: | Conference Paper or Presentation
Idioma: | Inglês

Identificador:

25181

http://purl.umn.edu/34941

Editor: | AgEcon Search

Relação:

Southern Agricultural Economics Association&gt;2007 Annual Meeting, February 4-7, 2007, Mobile, Alabama

Selected Paper

Formato:

17

application/pdf