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Citations for "Cross Hedging"

by Anderson, Ronald W & Danthine, Jean-Pierre

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Cited by (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. PN Snowden & G Benavides, 2005. "Futures for farmers: hedging participation and the Mexican corn scheme," Working Papers 002167, Lancaster University Management School, Economics Department. [Downloadable!]
  2. Giorgio Santis & Bruno Gerard & Pierre Hillion, 1999. "International Portfolio Management, Currency Risk and the Euro," University of California at Los Angeles, Anderson Graduate School of Management 1095, Anderson Graduate School of Management, UCLA. [Downloadable!]
  3. Fei Chen & Charles Sutcliffe, 2007. "Better cross hedges with composite hedging? Hedging equity portfoloios using financial and commodity features," ICMA Centre Discussion Papers in Finance icma-dp2007-04, Henley Business School, Reading University. [Downloadable!]
  4. Manfredo, Mark & Sanders, Dwight, 2003. "Minimum Variance Hedging And The Encompassing Principle: Assessing The Effectiveness Of Futures Hedges," 2003 Annual meeting, July 27-30, Montreal, Canada 22247, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  5. Rahman, Shaikh Mahfuzur & Turner, Steven C. & Costa, Ecio F., 2000. "Cross-Hedging Cottonseed Meal," Faculty Series 16707, University of Georgia, Department of Agricultural and Applied Economics. [Downloadable!]
  6. Franken, Jason R.V. & Parcell, Joe L., 2002. "Cash Ethanol Cross-Hedging Opportunities," Working Papers 26035, University of Missouri Columbia, Department of Agricultural Economics. [Downloadable!]
  7. Guy V.G. Stevens & Dara Akbarian, 1994. "On risk, rational expectations, and efficient asset markets," International Finance Discussion Papers 478, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  8. Chambers, Robert G. & Quiggin, John, 2002. "Resource Allocation And Asset Pricing," Working Papers 28594, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
    Other versions:
  9. Andreas Röthig, 2004. "Currency Futures and Currency Crises," Darmstadt Discussion Papers in Economics 136, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
  10. Dorfman, Jeffrey H. & Sanders, Dwight R., 2005. "Generalized Hedge Ratio Estimation with an Unknown Model," 2005 Annual meeting, July 24-27, Providence, RI 19268, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  11. Brake, William & Anderson, John D. & Coffey, Brian K., 2006. "Geographic and Seasonal Differences in the Feeder Cattle Hedging Risk," 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida 35325, Southern Agricultural Economics Association. [Downloadable!]
  12. Costa, Ecio F. & Turner, Steven C., 2001. "Price Risk Management For Peanut Meal," Faculty Series 16656, University of Georgia, Department of Agricultural and Applied Economics. [Downloadable!]
  13. Loriana Pelizzon & Guglielmo Weber, 2006. "Are Household Portfolios Efficient? An Analysis Conditional on Housing," Working Papers 2006_55, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
    Other versions:
  14. Axel F. A. Adam-Müller, 1999. "Hedging Price Risk When Real Wealth Matters," CoFE Discussion Paper 99-12, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
  15. Daniel Lane & William Ziemba, 2004. "Jai Alai arbitrage strategies," European Journal of Finance, Taylor and Francis Journals, vol. 10(5), pages 353-369, October. [Downloadable!] (restricted)
  16. Dahlgran, Roger A., 2007. "Inventory and Transformation Hedging Effectiveness in Corn Crushing," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37557, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
  17. Christos Floros & Dimitrios V. Vougas, 2004. "Hedge ratios in Greek stock index futures market," Applied Financial Economics, Taylor and Francis Journals, vol. 14(15), pages 1125-1136, October. [Downloadable!] (restricted)
  18. G. Benavides & P. Snowden, 2006. "Futures for farmers: Hedging participation and the Mexican corn scheme," The Journal of Development Studies, Taylor and Francis Journals, vol. 42(4), pages 698-712, May. [Downloadable!] (restricted)
  19. Rahman, Shaikh Mahfuzur & Turner, Steven C. & Costa, Ecio F., 2000. "Cross-Hedging Cottonseed Meal," 2000 Annual meeting, July 30-August 2, Tampa, FL 21769, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  20. Richard H. Clarida, 1984. "Current Account, Exchange Rate, and Monetary Dynamics in a Stochastic Equilibrium Model," Cowles Foundation Discussion Papers 694, Cowles Foundation, Yale University. [Downloadable!]
  21. Coffey, Brian & Anderson, John D. & Parcell, Joseph L., 2000. "Optimal Hedging Ratios And Hedging Risk For Grain By-Products," 2000 Annual meeting, July 30-August 2, Tampa, FL 21804, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  22. Coffey, Brian K. & Anderson, John D. & Parcell, Joe, 2002. "Spatial Analysis Of Feeder Cattle Hedging Risk," 2002 Annual Meeting, July 28-31, 2002, Long Beach, California 36586, Western Agricultural Economics Association. [Downloadable!]
  23. Guy V.G. Stevens, 1995. "On the inverse of the covariance matrix in portfolio analysis," International Finance Discussion Papers 528, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  24. Rahman, Shaikh Mahfuzur & Dorfman, Jeffrey H. & Turner, Steven C., 2002. "A Bayesian Approach To Optimal Cross-Hedging Of Cottonseed Products Using Soybean Complex Futures," 2002 Annual meeting, July 28-31, Long Beach, CA 19708, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  25. de Roon, Frans & Eichholtz, Piet & Koedijk, Kees, 2002. "The Portfolio Implications of Home Ownership," CEPR Discussion Papers 3501, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  26. Chambers, Robert G. & Quiggin, John, 2002. "Separability Of Stochastic Production Decisions From Producer Risk Preferences In The Presence Of Financial Markets," Working Papers 28561, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
  27. Joost M.E. Pennings & Raymond M. Leuthold, 1999. "Futures Exchange Innovations: Reinforcement versus Cannibalism," Finance 9905003, EconWPA. [Downloadable!]
  28. Schroeder, Ted & Yang, Xiaolou, 2001. "Hedging Wholesale Beef Cuts," 2001 Annual Meeting, July 8-11, 2001, Logan, Utah 36091, Western Agricultural Economics Association. [Downloadable!]
  29. Werker, B.J.M. & Goorbergh, R.W.J. van den & Roon, de F.A., 2003. "Economic hedging portfolios," Discussion Paper 102, Tilburg University, Center for Economic Research. [Downloadable!]
  30. Benhabib, Jess & Bull, Clive, 1982. "Arbitrage, Hedging and Equilibrium in Futures Markets," Working Papers 82-11, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    Other versions:
  31. Matteo Manera & Elisa Scarpa, 2006. "Pricing and Hedging Illiquid Energy Derivatives:an Application to the JCC Index," Working Papers 2006.130, Fondazione Eni Enrico Mattei. [Downloadable!]
  32. Dahlgran, Roger A., 2005. "Hedging Cash Flows from Commodity Processing," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19046, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
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This page was last updated on 2009-12-12.

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