Textbook Estimators of Multiperiod Optimal Hedging Ratios: Methodological Aspects and Application to the European Wheat Market
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References listed on IDEAS
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More about this item
KeywordsFuture prices; Hedging; Monte Carlo; Soft wheat;
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-02-02 (All new papers)
- NEP-ECM-2014-02-02 (Econometrics)
- NEP-RMG-2014-02-02 (Risk Management)
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