Data/hora: 11/06/2024 12:10:54

Provedor de dados: | 31
País: | United States
Título: | THE TIMING OPTION IN FUTURES CONTRACTS AND PRICE BEHAVIOR AT CONTRACT MATURITY
Autores: | Hranaiova,   Jana; Tomek,   William G.
Data: | 1999-05-20
Ano: | 1999
Palavras-chave: | Timing option; Convenience yield; Basis; Hedging effectiveness; Demand and Price Analysis; Marketing.
Resumo: | The value of the timing option implicit in CBOT corn futures contract is estimated. Separate estimates are obtained for the option without and with convenience yield. The effect of the option on basis behavior at day one of the maturity month is examined and is found statistically significant.
Tipo: | Conference Paper or Presentation
Idioma: | Inglês

Identificador:

1352

http://purl.umn.edu/21677

Editor: | AgEcon Search

Relação:

American Agricultural Economics Association&gt;1999 Annual meeting, August 8-11, Nashville, TN

Selected Paper

Formato:

14

application/pdf