The choice of feasible commodities for futures trading: a study of Iranian agricultural commodities

被引：0
|
作者：
Hosseini-Yekani, Seyed-Ali [1 ]
Zibaei, Mansour [1 ]
Allen, David E. [2 ]
机构：
[1] Shiraz Univ, Dept Agr Econ, Shiraz, Iran
[2] Edith Cowan Univ, Sch Accounting Finance & Econ, Churchlands, WA 6018, Australia
来源：
AFRICAN JOURNAL OF AGRICULTURAL RESEARCH | 2009年 / 4卷 / 03期
关键词：
Agricultural futures contracts; commodity specifications; hedging performance; Iran; CONTRACT; MARKETS;
D O I：
暂无
中图分类号：
S [农业科学];
学科分类号：
09 ;
摘要：
In this paper an attempt is made to determine the most suitable agricultural commodities to be adopted for establishing a futures market in Iran. Two different approaches are adopted: the first involves identifying factors that contribute significantly to the success or failure of existing agricultural commodities futures contracts in established futures markets. The second involves simulating the hedging performance of potential commodities to determine the optimum contract choice. The results suggest that saffron, pistachios and rice are the three most feasible commodities to be adopted in order to establish commodity futures trading in Iran.
引用
收藏
页码：193 / 199
页数：7
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