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Hedging with Futures Contracts: has it been a Profitable Tool for Swedish Wheat Farmers?
2015 (English)Independent thesis Advanced level (professional degree), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

The aim of this thesis is to investigate whether it has been profitable for a Swedishwheat farmer to hedge the harvest with futures contracts. The subject was chosen sincethe lack of empirical studies on the actual futures outcome for Swedish farmers. Datacomprising two exchanges (CBOT and MATIF) and daily futures prices for seven yearshas been applied for this thesis. The thesis has been restricted to only investigate futurescontracts as derivative instrument. Furthermore, this thesis is limited to autumn wheat inSweden and will only provide the perspective for a hedger. Since a farmer can enter acontract at any time during the contract period, two different methods have been used.The empirical results supports that hedging with futures contract, not only reduces pricefluctuations, but is also a useful tool for farmers to increase income.

Place, publisher, year, edition, pages
Keyword [en]
Social Behaviour Law
Keyword [sv]
Samhälls-, beteendevetenskap, juridik, Futures contracts, Wheat, Hedging
URN: urn:nbn:se:ltu:diva-48849Local ID: 6448730c-72fb-42e0-bd11-ad2f71180512OAI: diva2:1022193
Subject / course
Student thesis, at least 30 credits
Educational program
Business and Economics, master's level
Validerat; 20150811 (global_studentproject_submitter)Available from: 2016-10-04 Created: 2016-10-04Bibliographically approved

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Johannesson, JesperSvensson, Petter

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