Organic Wheat Prices and Premium Uncertainty: Can Cross Hedging and Forecasting Play a Role?

We compare the volatility of organic wheat prices to that of conventional wheat prices using historical measures. To reduce uncertainty, we examine the possibility of cross hedging using conventional wheat futures and the ability of futures to forecast the organic premium. Results provide evidence t...

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Bibliographic Details
Main Authors: Tatiana Drugova, Veronica F. Pozo, Kynda R. Curtis, T. Randall Fortenbery
Format: Article
Language:English
Published: Western Agricultural Economics Association 2019-09-01
Series:Journal of Agricultural and Resource Economics
Subjects:
Online Access:https://ageconsearch.umn.edu/record/292331