Cross hedging under multiplicative basis risk
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Brian Lucey & Britta Berghöfer, 2013. "Fuel Hedging, Operational Hedging and Risk Exposure– Evidence from the Global Airline Industry," The Institute for International Integration Studies Discussion Paper Series iiisdp433, IIIS.
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More about this item
KeywordsRisk management Cross hedging Basis risk Prudence Jet fuel Crude oil futures Vector error correction model;
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