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On the optimal hedge under unbiased futures prices

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  • Lence, Sergio H.

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  • Lence, Sergio H., 1995. "On the optimal hedge under unbiased futures prices," Economics Letters, Elsevier, vol. 47(3-4), pages 385-388, March.
    • Handle: RePEc:eee:ecolet:v:47:y:1995:i:3-4:p:385-388
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    1. Harvey Lapan & Giancarlo Moschini & Steven D. Hanson, 1991. "Production, Hedging, and Speculative Decisions with Options and Futures Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 73(1), pages 66-74.
    2. Benninga, Simon & Eldor, Rafael & Zilcha, Itzhak, 1983. "Optimal hedging in the futures market under price uncertainty," Economics Letters, Elsevier, vol. 13(2-3), pages 141-145.
    3. Baillie, Richard T & Myers, Robert J, 1991. "Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(2), pages 109-124, April-Jun.
    4. Sergio H. Lence & Dermot J. Hayes & William H. Meyers, 1992. "Futures Markets and Marketing Firms: The U.S. Soybean-Processing Industry," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 74(3), pages 716-725.
    5. Holthausen, Duncan M, 1979. "Hedging and the Competitive Firm under Price Uncertainty," American Economic Review, American Economic Association, vol. 69(5), pages 989-995, December.
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