Feasibility of using futures contracts of the Chicago Mercantile Exchange for hedging price risk in Chilean cattle

"The aim of this paper is to study the feasibility of using Chicago Mercantile Exchange futures contracts as a price risk hedging instrument for cattle in Chile. For this purpose, seasonal unit root tests were performed, and the Johnson-Stein model was used to estimate the minimum risk hedge ra...

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Detalles Bibliográficos
Autores Principales: Troncoso-Sepúlveda, Ricardo, Cabas-Monje, Juan
Formato: Artículo (Article)
Lenguaje:Español (Spanish)
Publicado: Universidad de Antioquia 2019
Materias:
Acceso en línea:https://repository.urosario.edu.co/handle/10336/22518
https://doi.org/10.17533/udea.le.n90a01