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Showing 1 to 1 of 1 for “"commercial traders positions"”.
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Do prices drive commercial trader positions in grains and oilseeds markets?
… examine the impacts of futures price changes on commercial traders’ aggregate net positioning in grains and oilseeds markets during the pre-harvest period from 2007-2019. We proceed in two steps. First, we modify and extend the analysis of optimal hedging proposed by Jacobs, Li, and Hayes (AJAE …