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Performance Of The Producer Accumulator In Corn And Soybean Commodity Markets, Chad Te Slaa
Performance Of The Producer Accumulator In Corn And Soybean Commodity Markets, Chad Te Slaa
Electronic Theses and Dissertations
This research quantifies risk reduction and performance of the producer accumulator contract in corn and soybean markets. To quantify performance, we use three alternative theoretical pricing models to estimate historical producer accumulator contract specifications in corn and soybean markets. We then compare the performance of the producer accumulator to eight alternative agricultural marketing strategy portfolios that are also used in new generation grain contracts. The performance measures we compare are: average bushel price that would be received by the producer, daily portfolio risk, and the Sharpe ratio. The period we examine performance was between 2008 and 2017. We investigate performance …