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.
- Koziol, Philipp, 2014. "Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 459-472.
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- repec:taf:eurjfi:v:22:y:2016:i:15:p:1534-1560 is not listed on IDEAS
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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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