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 ratios b...
| Autores Principales: | , |
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| Formato: | Artículo (Article) |
| Lenguaje: | Español (Spanish) |
| Publicado: |
Universidad de Antioquia
2019
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| Materias: | |
| Acceso en línea: | https://repository.urosario.edu.co/handle/10336/22518 https://doi.org/10.17533/udea.le.n90a01 |