Hedging positions in US wheat markets: a disaggregated data analysis
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DOI: 10.1108/sef-08-2019-0329
Abstract: This study aims to spot wheat data and disaggregated commitment of trader data for CME traded wheat futures to examine the effect of exogenous shocks for hedging positions of Producers and Swap Dealers on cash-futures… read more here.
Keywords: methodology; basis; hedging positions; positions wheat ... See more keywords