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• Peter Sephton

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Article provided by Canadian Economics Association in its journal Canadian Journal of Economics.

Volume (Year): 26 (1993)
Issue (Month): 1 (February)
Pages: 175-93
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Handle: RePEc:cje:issued:v:26:y:1993:i:1:p:175-93

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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Haigh, Michael S. & Holt, Matthew T., 2002. "Combining Time-Varying And Dynamic Multi-Period Optimal Hedging Models," Working Papers 28593, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
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   • Michael S. Haigh & Matthew T. Holt, 2002. "Combining time-varying and dynamic multi-period optimal hedging models," European Review of Agricultural Economics, Oxford University Press for the Foundation for the European Review of Agricultural Economics, vol. 29(4), pages 471-500, December.
2. Jonathan Dark, 2004. "Long term hedging of the Australian All Ordinaries Index using a bivariate error correction FIGARCH model," Monash Econometrics and Business Statistics Working Papers 7/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
3. Watt, D.G.M., 1997. "Canadian Short-Term Interest Rates and the BAX Futures Markets: An Analysis of the Impact of Volatility on Hedging Activity and the Correlation of Returns Between Markets," Working Papers 97-18, Bank of Canada. [Downloadable!]
4. H.N.E. BystrÖm, 2003. "The hedging performance of electricity futures on the Nordic power exchange," Applied Economics, Taylor and Francis Journals, vol. 35(1), pages 1-11, January. [Downloadable!] (restricted)
5. Chang Dan & Hong Gu & Kuan Xu, 2005. "The Impact of Hedging on Stock Return and Firm Value: New Evidence from Canadian Oil and Gas Companies," Department of Economics at Dalhousie University working papers archive hedging, Dalhousie, Department of Economics. [Downloadable!]
6. Yang, Jian & Awokuse, Titus, 2002. "Asset Storability And Hedging Effectiveness In Commodity Futures Markets," Staff Papers 15826, University of Delaware, Department of Food and Resource Economics. [Downloadable!]
   Other versions:
   • Jian Yang & Titus O. Awokuse, 2003. "Asset storability and hedging effectiveness in commodity futures markets," Applied Economics Letters, Taylor and Francis Journals, vol. 10(8), pages 487-491, June. [Downloadable!] (restricted)

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