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Comment

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  • Espinasa, Ramón

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  • Espinasa, Ramón, 2010. "Comment," LSE Research Online Documents on Economics 123400, London School of Economics and Political Science, LSE Library.
    • Handle: RePEc:ehl:lserod:123400
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    File URL: http://eprints.lse.ac.uk/123400/
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    References listed on IDEAS

    as
    1. Neuberger, Anthony, 1999. "Hedging Long-Term Exposures with Multiple Short-Term Futures Contracts," The Review of Financial Studies, Society for Financial Studies, vol. 12(3), pages 429-459.
    2. Schwartz, Eduardo S, 1997. "The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging," Journal of Finance, American Finance Association, vol. 52(3), pages 923-973, July.
    3. Gibson, Rajna & Schwartz, Eduardo S, 1990. "Stochastic Convenience Yield and the Pricing of Oil Contingent Claims," Journal of Finance, American Finance Association, vol. 45(3), pages 959-976, July.
    4. Antonio S. Mello & John E. Parsons, 1995. "Maturity Structure Of A Hedge Matters: Lessons From The Metallgesellschaft Debacle," Journal of Applied Corporate Finance, Morgan Stanley, vol. 8(1), pages 106-121, March.
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    More about this item

    JEL classification:

    • N0 - Economic History - - General
    • F3 - International Economics - - International Finance
    • G3 - Financial Economics - - Corporate Finance and Governance

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