Modeling Commodity Price Distribution And Estimating The Optimal Futures Hedge
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Other versions of this item:
- Baillie, R.T. & Myers, R.J., 1989. "Modeling Commodity Price Distributions And Estimating The Optimal Futures Hedge," Papers 201, Columbia - Center for Futures Markets.
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- Lei, Li-Fen, 1992. "Using futures and option contracts to manage price and quantity risk: A case of corn farmers in central Iowa," ISU General Staff Papers 1992010108000011326, Iowa State University, Department of Economics.
- repec:adr:anecst:y:1991:i:24:p:01 is not listed on IDEAS
- Rao, Vadhindran K., 2000. "Preference-free optimal hedging using futures," Economics Letters, Elsevier, vol. 66(2), pages 223-228, February.
- Tim Bollerslev & Ray Y. Chou & Narayanan Jayaraman & Kenneth F. Kroner - L, 1991. "es modéles ARCH en finance : un point sur la théorie et les résultats empiriques," Annals of Economics and Statistics, GENES, issue 24, pages 1-59.
- Anton Bekkerman, 2011. "Time-varying hedge ratios in linked agricultural markets," Agricultural Finance Review, Emerald Group Publishing, vol. 71(2), pages 179-200, August.
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Keywordscommodity markets ; prices ; tests ; economic models;
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