Concepedia

Basis Hedging

Basis Hedging is a risk management strategy within commodity markets that specifically addresses the uncertainty of the difference between futures prices and spot prices by offsetting exposure to basis fluctuations, distinguishing it from broader hedging techniques that target price levels alone.

39

Publications

2.5K

Citations

58

Authors

43

Institutions

Publications per year

2017–2026

2

Parents

Publications

39

Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers

George David Haushalter · The Journal of Finance · 2000 · 794 citations

, , +17

Hedging Performance and Basis Risk in Stock Index Futures

Stephen Figlewski · The Journal of Finance · 1984 · 347 citations

, , +14

The Hedging Role of Options and Futures Under Joint Price, Basis, and Production Risk

GianCarlo Moschini, Harvey E. Lapan · International Economic Review · 1995 · 147 citations

, , +16

Futures Hedging Under Price, Basis, and Production Risk

Harvey E. Lapan, GianCarlo Moschini · American Journal of Agricultural Economics · 1994 · 145 citations

, , +17

Basis risk and weather hedging effectiveness

Joshua D. Woodard, Philip Garcia · Agricultural Finance Review · 2008 · 121 citations

, , +15

1–5 of 39

Authors

58

  1. MG
    Mark G. Castelino

    Rutgers, The State University of New Jersey, United States

    4 publications · 181 citations

    4

    h-index

  2. PG
    Philip Garcia

    University of Illinois Urbana-Champaign, United States

    3 publications · 164 citations

    3

    h-index

  3. SR
    Stanley R. Thompson

    The Ohio State University, United States

    2 publications · 40 citations

    2

    h-index

  4. EB
    Emanuele Bajo

    University of Bologna, Italy

    2 publications · 25 citations

    2

    h-index

  5. IN
    Ingmar Nolte

    Lancaster University, United Kingdom

    2 publications · 53 citations

    2

    h-index

1–5 of 58

Institutions

43

  1. Rutgers, The State University of New Jersey

    New Brunswick, United States

    4 h-index

    4 publications

    181 citations

  2. Rutgers Sexual and Reproductive Health and Rights

    Utrecht, Netherlands

    2 h-index

    2 publications

    106 citations

  3. Baruch College

    New York, United States

    2 h-index

    3 publications

    81 citations

  4. Australian Bureau of Agricultural and Resource Economics

    Canberra, Australia

    2 h-index

    4 publications

    88 citations

  5. North Carolina State University

    Raleigh, United States

    2 h-index

    4 publications

    141 citations

  6. University of Illinois Urbana-Champaign

    Urbana, United States

    2 h-index

    4 publications

    208 citations

  7. Universität Trier

    Trier, Germany

    2 h-index

    2 publications

    53 citations

  8. Mathematical Institute of the Slovak Academy of Sciences

    Bratislava, Slovakia

    1 h-index

    1 publications

    37 citations

1–8 of 43

Venues

  1. Journal of Futures Markets

    9 publications · 305 citations

    9

    h-index

  2. American Journal of Agricultural Economics

    4 publications · 224 citations

    4

    h-index

  3. The Journal of Finance

    3 publications · 1.2K citations

    3

    h-index

  4. SSRN Electronic Journal

    Repository · 2 publications · 26 citations

    2

    h-index

  5. Journal of Financial and Quantitative Analysis

    JFQA · 2 publications · 41 citations

    2

    h-index

1–5