Hedging with Commodity Options and Safety-First Rules · 50 HEDGING WITH COMMODITY OPTIONS AND...

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Transcript of Hedging with Commodity Options and Safety-First Rules · 50 HEDGING WITH COMMODITY OPTIONS AND...

Hedging with Commodity Options

and Safety-First Rules

by

James Vercammen and Victor Gaspar

Suggested citation format:

Vercammen, J., and V. Gaspar. 1993. “Hedging with Commodity Options and Safety-First Rules.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].