Risk Management using Futures Contracts: the Impact of Spot Market Contracts and Production Horizons on the optimal hedge ratio

J.K.M. Kuwornu; W.E. Kuiper; J.M.E. Pennings; M.T.G. Meulenberg

Risk Management using Futures Contracts: the Impact of Spot Market Contracts and Production Horizons on the optimal hedge ratio

J.K.M. Kuwornu, W.E. Kuiper, J.M.E. Pennings, M.T.G. Meulenberg

Marketing and Consumer Behaviour

Research output: Chapter in Book/Report/Conference proceeding › Conference paper › Academic › peer-review

Original language	English
Title of host publication	99th European Association of Agricultural Economists Seminar. Trust and Risk in Business Networks, Bonn, 8-10 February
Editors	M. Fritz, U. Rickert, G. Schiefer
Place of Publication	Bonn, Germany
Publisher	ILB Press
Pages	341-350
ISBN (Print)	9783932887840
Publication status	Published - 2006
Event	99th EAAE Seminar, held in Universitat Bonn, Germany - Duration: 8 Feb 2006 → 10 Feb 2006

Seminar

Seminar	99th EAAE Seminar, held in Universitat Bonn, Germany
Period	8/02/06 → 10/02/06

Access to Document

https://edepot.wur.nl/52289

Cite this

Kuwornu, J. K. M., Kuiper, W. E., Pennings, J. M. E., & Meulenberg, M. T. G. (2006). Risk Management using Futures Contracts: the Impact of Spot Market Contracts and Production Horizons on the optimal hedge ratio. In M. Fritz, U. Rickert, & G. Schiefer (Eds.), 99th European Association of Agricultural Economists Seminar. Trust and Risk in Business Networks, Bonn, 8-10 February (pp. 341-350). ILB Press. https://edepot.wur.nl/52289

Kuwornu, J.K.M. ; Kuiper, W.E. ; Pennings, J.M.E. et al. / Risk Management using Futures Contracts: the Impact of Spot Market Contracts and Production Horizons on the optimal hedge ratio. 99th European Association of Agricultural Economists Seminar. Trust and Risk in Business Networks, Bonn, 8-10 February. editor / M. Fritz ; U. Rickert ; G. Schiefer. Bonn, Germany : ILB Press, 2006. pp. 341-350

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title = "Risk Management using Futures Contracts: the Impact of Spot Market Contracts and Production Horizons on the optimal hedge ratio",

author = "J.K.M. Kuwornu and W.E. Kuiper and J.M.E. Pennings and M.T.G. Meulenberg",

year = "2006",

language = "English",

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editor = "M. Fritz and U. Rickert and G. Schiefer",

booktitle = "99th European Association of Agricultural Economists Seminar. Trust and Risk in Business Networks, Bonn, 8-10 February",

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note = "99th EAAE Seminar, held in Universitat Bonn, Germany ; Conference date: 08-02-2006 Through 10-02-2006",

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Kuwornu, JKM, Kuiper, WE, Pennings, JME & Meulenberg, MTG 2006, Risk Management using Futures Contracts: the Impact of Spot Market Contracts and Production Horizons on the optimal hedge ratio. in M Fritz, U Rickert & G Schiefer (eds), 99th European Association of Agricultural Economists Seminar. Trust and Risk in Business Networks, Bonn, 8-10 February. ILB Press, Bonn, Germany, pp. 341-350, 99th EAAE Seminar, held in Universitat Bonn, Germany, 8/02/06. <https://edepot.wur.nl/52289>

Risk Management using Futures Contracts: the Impact of Spot Market Contracts and Production Horizons on the optimal hedge ratio. / Kuwornu, J.K.M.; Kuiper, W.E.; Pennings, J.M.E. et al.
99th European Association of Agricultural Economists Seminar. Trust and Risk in Business Networks, Bonn, 8-10 February. ed. / M. Fritz; U. Rickert; G. Schiefer. Bonn, Germany: ILB Press, 2006. p. 341-350.

Research output: Chapter in Book/Report/Conference proceeding › Conference paper › Academic › peer-review

TY - GEN

T1 - Risk Management using Futures Contracts: the Impact of Spot Market Contracts and Production Horizons on the optimal hedge ratio

AU - Kuwornu, J.K.M.

AU - Kuiper, W.E.

AU - Pennings, J.M.E.

AU - Meulenberg, M.T.G.

PY - 2006

Y1 - 2006

M3 - Conference paper

SN - 9783932887840

SP - 341

EP - 350

BT - 99th European Association of Agricultural Economists Seminar. Trust and Risk in Business Networks, Bonn, 8-10 February

A2 - Fritz, M.

A2 - Rickert, U.

A2 - Schiefer, G.

PB - ILB Press

CY - Bonn, Germany

T2 - 99th EAAE Seminar, held in Universitat Bonn, Germany

Y2 - 8 February 2006 through 10 February 2006

ER -

Kuwornu JKM, Kuiper WE, Pennings JME, Meulenberg MTG. Risk Management using Futures Contracts: the Impact of Spot Market Contracts and Production Horizons on the optimal hedge ratio. In Fritz M, Rickert U, Schiefer G, editors, 99th European Association of Agricultural Economists Seminar. Trust and Risk in Business Networks, Bonn, 8-10 February. Bonn, Germany: ILB Press. 2006. p. 341-350