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Optimal hedging decisions for Taiwanese corn traders on the way to liberalisation

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  • Liu, Kang E.
  • Geaun, Jerome
  • Lei, Li-Fen

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  • Liu, Kang E. & Geaun, Jerome & Lei, Li-Fen, 2001. "Optimal hedging decisions for Taiwanese corn traders on the way to liberalisation," Agricultural Economics, Blackwell, vol. 25(2-3), pages 303-309, September.
    • Handle: RePEc:eee:agecon:v:25:y:2001:i:2-3:p:303-309
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    References listed on IDEAS

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    1. Leland L. Johnson, 1960. "The Theory of Hedging and Speculation in Commodity Futures," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 27(3), pages 139-151.
    2. Stanley R. Thompson & Gary E. Bond, 1987. "Offshore Commodity Hedging under Floating Exchange Rates," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 69(1), pages 46-55.
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    Cited by:

    1. Su, EnDer, 2013. "Stock index hedge using trend and volatility regime switch model considering hedging cost," MPRA Paper 49190, University Library of Munich, Germany.
    2. Su, EnDer, 2017. "Stock index hedging using a trend and volatility regime-switching model involving hedging cost," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 233-254.

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