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Out of sample effectiveness of a joint commodity and currency hedge: The case of soybean meal in Italy

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  • Francesco S. Braga
  • Larry J. Martin

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  • Francesco S. Braga & Larry J. Martin, 1990. "Out of sample effectiveness of a joint commodity and currency hedge: The case of soybean meal in Italy," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 10(3), pages 229-245, June.
    • Handle: RePEc:wly:jfutmk:v:10:y:1990:i:3:p:229-245
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    Cited by:

    1. Andrea L. DeMaskey, 1997. "Single and Multiple Portfolio Cross-Hedging with Currency Futures," Multinational Finance Journal, Multinational Finance Journal, vol. 1(1), pages 23-46, March.
    2. K. Abhaya Kumar & Prakash Pinto & Iqbal Thonse Hawaldar & K. G. Ramesh, 2021. "Can Crude Oil Futures be the Good Hedging Tool for Tyre Equities? Evidence from India," International Journal of Energy Economics and Policy, Econjournals, vol. 11(6), pages 523-537.
    3. Ismael Pérez-Franco & Esteban Otto Thomasz & Gonzalo Rondinone & Agustín García-García, 2022. "Feed price risk management for sheep production in Spain: a composite future cross-hedging strategy," Risk Management, Palgrave Macmillan, vol. 24(2), pages 137-163, June.

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