Multiple year pricing strategies for corn and soybeans using cash, futures, and options contracts
The possibility of profitable multiple year pricing using rollover strategies for com and soybeans is identified. Historical futures price distributions are generated for both commodities to determine the probability of prices reaching certain levels. The upper 5%, 10%, and 15% of the distributions...
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| Format: | Others |
| Language: | en |
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Virginia Tech
2014
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| Online Access: | http://hdl.handle.net/10919/43353 http://scholar.lib.vt.edu/theses/available/etd-06162009-063615/ |