Preference-free optimal hedging using futures
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 66 (2000)
Issue (Month): 2 (February)
Pages: 223-228
| Handle: | RePEc:eee:ecolet:v:66:y:2000:i:2:p:223-228 |
| Contact details of provider: | Web page: http://www.elsevier.com/locate/ecolet
|
References listed on IDEAS
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.:
- Baillie, R.T. & Myers, R.J., 1989.
"Modeling Commodity Price Distribution And Estimating The Optimal Futures Hedge,"
Papers
8814, Michigan State - Econometrics and Economic Theory.
- Baillie, R.T. & Myers, R.J., 1989. "Modeling Commodity Price Distributions And Estimating The Optimal Futures Hedge," Papers 201, Columbia - Center for Futures Markets.
- Lence, Sergio H., 1995.
"On the Optimal Hedge Under Unbiased Futures Prices,"
Staff General Research Papers
5115, Iowa State University, Department of Economics.
- Lence, Sergio H., 1995. "On the optimal hedge under unbiased futures prices," Economics Letters, Elsevier, vol. 47(3-4), pages 385-388, March.
- 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 109-24, April-Jun.
- 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.
- Owen, Joel & Rabinovitch, Ramon, 1983. " On the Class of Elliptical Distributions and Their Applications to the Theory of Portfolio Choice," Journal of Finance, American Finance Association, vol. 38(3), pages 745-52, June.
- Liu, Shi-Miin & Brorsen, B Wade, 1995. " GARCH-Stable as a Model of Futures Price Movements," Review of Quantitative Finance and Accounting, Springer, vol. 5(2), pages 155-67, June.
- Holthausen, Duncan M, 1979. "Hedging and the Competitive Firm under Price Uncertainty," American Economic Review, American Economic Association, vol. 69(5), pages 989-95, December.
This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.
When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:66:y:2000:i:2:p:223-228. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.