1 resultado para futures price volatility
em Digital Repository at Iowa State University
Filtro por publicador
- JISC Information Environment Repository (1)
- Aberdeen University (2)
- Aberystwyth University Repository - Reino Unido (2)
- AMS Tesi di Laurea - Alm@DL - Università di Bologna (2)
- Aquatic Commons (4)
- Archive of European Integration (33)
- Archivo Digital para la Docencia y la Investigación - Repositorio Institucional de la Universidad del País Vasco (29)
- Aston University Research Archive (7)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (2)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP) (2)
- Biblioteca Digital de la Universidad Católica Argentina (1)
- Brock University, Canada (25)
- Bucknell University Digital Commons - Pensilvania - USA (1)
- CaltechTHESIS (1)
- Cambridge University Engineering Department Publications Database (22)
- CentAUR: Central Archive University of Reading - UK (151)
- Chapman University Digital Commons - CA - USA (1)
- Chinese Academy of Sciences Institutional Repositories Grid Portal (4)
- Cochin University of Science & Technology (CUSAT), India (5)
- Coffee Science - Universidade Federal de Lavras (1)
- Comissão Econômica para a América Latina e o Caribe (CEPAL) (7)
- CORA - Cork Open Research Archive - University College Cork - Ireland (2)
- Corvinus Research Archive - The institutional repository for the Corvinus University of Budapest (2)
- Dalarna University College Electronic Archive (5)
- Deakin Research Online - Australia (199)
- DI-fusion - The institutional repository of Université Libre de Bruxelles (1)
- Digital Commons - Michigan Tech (1)
- Digital Commons at Florida International University (6)
- Digital Peer Publishing (1)
- Digital Repository at Iowa State University (1)
- DigitalCommons@University of Nebraska - Lincoln (1)
- Doria (National Library of Finland DSpace Services) - National Library of Finland, Finland (2)
- Duke University (8)
- eResearch Archive - Queensland Department of Agriculture; Fisheries and Forestry (2)
- Gallica, Bibliotheque Numerique - Bibliothèque nationale de France (French National Library) (BnF), France (8)
- Glasgow Theses Service (2)
- Greenwich Academic Literature Archive - UK (10)
- Helda - Digital Repository of University of Helsinki (45)
- Indian Institute of Science - Bangalore - Índia (12)
- Instituto Politécnico do Porto, Portugal (12)
- Massachusetts Institute of Technology (1)
- Ministerio de Cultura, Spain (1)
- Plymouth Marine Science Electronic Archive (PlyMSEA) (1)
- QSpace: Queen's University - Canada (1)
- QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast (43)
- Queensland University of Technology - ePrints Archive (168)
- Repositório Científico da Universidade de Évora - Portugal (2)
- Repositório Científico do Instituto Politécnico de Lisboa - Portugal (4)
- Repositório digital da Fundação Getúlio Vargas - FGV (14)
- Repositório Institucional da Universidade de Aveiro - Portugal (1)
- Repositório Institucional da Universidade Federal de São Paulo - UNIFESP (1)
- Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho" (3)
- RUN (Repositório da Universidade Nova de Lisboa) - FCT (Faculdade de Cienecias e Technologia), Universidade Nova de Lisboa (UNL), Portugal (9)
- SAPIENTIA - Universidade do Algarve - Portugal (2)
- School of Medicine, Washington University, United States (2)
- South Carolina State Documents Depository (1)
- Universidad del Rosario, Colombia (5)
- Universidad Politécnica de Madrid (3)
- Universidade Complutense de Madrid (4)
- Universidade de Lisboa - Repositório Aberto (3)
- Universidade Técnica de Lisboa (2)
- Universitat de Girona, Spain (1)
- Universitätsbibliothek Kassel, Universität Kassel, Germany (4)
- Université de Montréal, Canada (47)
- Université Laval Mémoires et thèses électroniques (1)
- University of Connecticut - USA (3)
- University of Michigan (4)
- University of Queensland eSpace - Australia (4)
- University of Southampton, United Kingdom (7)
- University of Washington (2)
- WestminsterResearch - UK (8)
Resumo:
Futures did reduce price risk. Hedging produced a higher minimum return and higher return at the 25th percentile (75% of the returns are better than this figure) than did the cash market. The 50th percentile, or median return, was higher for yearlings in the cash market than hedged cattle, and the calves had mixed results. Although the differences are not great, there have been months when the option strategies performed better than cash or futures, (i.e., January–April and September–October), and there are months when they did not fare well (i.e., June–August).