Modeling Commodity Price Distribution And Estimating The Optimal Futures Hedge
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Bibliographic InfoPaper provided by Michigan State - Econometrics and Economic Theory in its series Papers with number 8814.
Length: 21 pages
Date of creation: 1989
Date of revision:
Contact details of provider:
Postal: MICHIGAN STATE UNIVERSITY, DEPARTMENT OF ECONOMICS, EAST LANSING MICHIGAN 48824 U.S.A.
Web page: http://econ.msu.edu/
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commodity markets ; prices ; tests ; economic models;
Other versions of this item:
- Baillie, R.T. & Myers, R.J., 1989. "Modeling Commodity Price Distributions And Estimating The Optimal Futures Hedge," Papers 201, Columbia - Center for Futures Markets.
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- Tim BOLLERSLEV & Ray Y. CHOU & Narayanan JAYARAMAN & Kenneth F. KRONER, 1991. "Les modÃ©les ARCH en finance : un point sur la thÃ©orie et les rÃ©sultats empiriques," Annales d'Economie et de Statistique, ENSAE, issue 24, pages 1-59.
- Anton Bekkerman, 2011. "Time-varying hedge ratios in linked agricultural markets," Agricultural Finance Review, Emerald Group Publishing, Emerald Group Publishing, vol. 71(2), pages 179-200, July.
- Rao, Vadhindran K., 2000. "Preference-free optimal hedging using futures," Economics Letters, Elsevier, vol. 66(2), pages 223-228, February.
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