Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 9 of 9 for “"Forward Pricing"”.
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The Forward-Pricing Efficiency of The Live-Hog Futures Market
Survey results indicate that some hog producers use the live-hog futures price as the expected cash price, as such the futures price is an important piece of information to the hog producer.
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Corn storage marketing strategies for Virginia
… positive. The strategies involve storing with no forward pricing and storing with forward pricing using futures, options and cash contracts. Three regression models are developed to forecast change in cash prices and basis. The regression models are incorporated into the strategies to help …
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Valuation of Stock Index Futures and Their Relation to the Underlying Index: Theory and Evidence (Hedging)
… contract used affected hedging behavior. Various pricing models were also applied to the futures: a simple cost of carry, a general equilibrium pricing model using systematic risk, and a forward-pricing model using compounded index value less a continuously compounded expected dividend component. …
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Explaining Virginia slaughter cattle basis: an empirical examination of the elements affecting cash price in local Virginia markets
… programs. Furthermore, the implementation of a forward pricing agency which uses estimated basis values may provide alternatives to facing basis risk when selling slaughter cattle in Virginia. An analysis of basis risk provides some indication of the magnitude of possible exposure facing the …
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Virginia feeder cattle basis by season, location, sex, breed, weight and USDA grade differentials
… make it possible for a Virginia feeder cattle forward pricing agency to offer forward price and minimum price contracts to small size operators.
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Change Orders And Productivity Loss Quantification Using Verifiable Site Data
… this case the damage calculation will be straightforward. However, changes may cause disruption in unchanged work where the working conditions are impacted, and as a result, lost productivity (inefficiency) is encountered. Delay and loss of productivity are the two main types of damages …
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Forward and inverse American option pricing via a complementarity approach
… three topics. The first part discusses the pricing of American options under a local volatility model and two jump diffusion models: Kou's jump diffusion model and the Dupire system. In Chapter 2, we establish partial differential complementarity systems for pricing American options under …
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Marketing and crop insurance: a portfolio approach to risk management for Illinois corn and soybean producers
… understanding how crop insurance and preharvest pricing interact so as to reduce risk or increase returns more than either if used separately. Farm-level historical simulations from 1976 through 2008 were used to analyze several marketing strategies that use both preharvest pricing and revenue …