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Kevin McNew

University of Wisconsin–Green Bay

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Applied Economic Perspectives and Policy | 1993

MULTIPRODUCT HEDGING: THEORY, ESTIMATION, AND AN APPLICATION

Paul L. Fackler; Kevin McNew

Theoretical and empirical approaches to multiple product commodity hedging are discussed, clarifying and extending previous results. Tests of hypotheses concerning optimal hedging effectiveness are discussed. Empirical estimates of optimal hedges for central Illinois soybean processors are computed. Multiproduct optimal hedge positions provide significant risk reductions relative to simpler approaches.

Journal of Agricultural and Resource Economics | 1997

Testing Market Equilibrium: Is Cointegration Informative?

Kevin McNew; Paul L. Fackler

Journal of Futures Markets | 1994

Nonconstant optimal hedge ratio estimation and nested hypotheses tests

Kevin McNew; Paul L. Fackler

Applied Economic Perspectives and Policy | 2008

Subsidized Options in a Thin Market: A Case Study of the Dairy Options Pilot Program Introduction

David E. Buschena; Kevin McNew

SCC-76 Meeting, 2005, March 31-April 2, Myrtle Beach, South Carolina | 2005

An Exploration of Market Pricing Efficiency: The Dairy Options Pilot Program

David E. Buschena; Kevin McNew

Agricultural Marketing Policy Center Briefings | 2003

The Impact of Canadian Wheat Imports on Regional U.S. Wheat Prices

Kevin McNew; Vincent H. Smith

Journal of Agricultural and Resource Economics | 2018

Price Discovery and the Basis Effects of Failures to Converge in Soft RedWinter Wheat Futures Markets

Berna Karali; Kevin McNew; Walter N. Thurman

Archive | 2010

The Basis Effects of Failures to Converge

Berna Karali; Kevin McNew; Walter N. Thurman

Agricultural Marketing Policy Center Briefings | 2004

Exchange Rates and Montana Agriculture: What are the Impacts?

Kevin McNew; Vincent H. Smith

Agricultural Marketing Policy Center Agricultural Marketing Policy Papers | 2004

An Exploration of Market Pricing Efficiency During the Dairy Options Pilot Program

David E. Buschena; Kevin McNew

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David E. Buschena

Montana State University

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Paul L. Fackler

Texas A

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Vincent H. Smith

Montana State University

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Berna Karali

University of Georgia

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Walter N. Thurman

North Carolina State University

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