Browsing Agribusiness & Applied Economics Masters Theses by Subject "Soybean."
Now showing items 1-2 of 2
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Optimization of Soybean Buying Strategies Using Derivatives
(North Dakota State University, 2017)The portfolio model of hedging framework, based off Markowitz (1952), is used to determine the best mix of futures, basis, and option contracts to hedge a soybean purchase from PNW 28 weeks in to the future. Eighteen options ... -
A Study of North Dakota Crop Basis Volatility: A Mixed Model Approach to Temporally and Spatially Analyze Unobserved Basis Determinants
(North Dakota State University, 2017)A model of local elevator basis levels was developed to quantify the response of corn, soybean and hard red spring wheat basis to a set of predefined predictors. Basis data from 2013 – 2016 for 12 grain elevators in Eastern ...