A Dynamic Minimum Variance Hedge
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Bibliographic InfoPaper provided by Iowa State University, Department of Economics in its series Staff General Research Papers with number 11414.
Date of creation: 01 Jan 1992
Date of revision:
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Postal: Iowa State University, Dept. of Economics, 260 Heady Hall, Ames, IA 50011-1070
Phone: +1 515.294.6741
Fax: +1 515.294.0221
Web page: http://www.econ.iastate.edu
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- Lence, Sergio H., 1996.
"Relaxing The Assumptions Of Minimum-Variance Hedging,"
Journal of Agricultural and Resource Economics,
Western Agricultural Economics Association, vol. 21(01), July.
- Lence, Sergio H., 1996. "Relaxing the Assumptions of Minimum-Variance Hedging," Staff General Research Papers 5156, Iowa State University, Department of Economics.
- Michael S. Haigh & Matthew T. Holt, 2002.
"Combining time-varying and dynamic multi-period optimal hedging models,"
European Review of Agricultural Economics,
Foundation for the European Review of Agricultural Economics, vol. 29(4), pages 471-500, December.
- 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.
- Lai, Jing-Yi & Myers, Robert J. & Hanson, Steven D., 2001. "Optimal Post-Harvest Grains Storage By Risk Averse Farmers," Staff Papers 11739, Michigan State University, Department of Agricultural, Food, and Resource Economics.
- Lai, Jing-Yi & Myers, Robert J. & Hanson, Steven D., 2003. "Optimal On-Farm Grain Storage by Risk-Averse Farmers," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(03), December.
- Wang, Qizhi & Chidmi, Benaissa, 2009. "Cotton Price Risk Management across Different Countries," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46762, Southern Agricultural Economics Association.
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