On the Optimal Hedge Under Unbiased Futures Prices
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|Date of creation:||01 Jan 1995|
|Publication status:||Published in Economics Letters 1995, vol. 47, pp. 385-388|
|Contact details of provider:|| Postal: Iowa State University, Dept. of Economics, 260 Heady Hall, Ames, IA 50011-1070|
Phone: +1 515.294.6741
Fax: +1 515.294.0221
Web page: http://www.econ.iastate.edu
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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Harvey Lapan & Giancarlo Moschini & Steven D. Hanson, 1991.
"Production, Hedging, and Speculative Decisions with Options and Futures Markets,"
American Journal of Agricultural Economics,
Agricultural and Applied Economics Association, vol. 73(1), pages 66-74.
- Lapan, Harvey E. & Moschini, GianCarlo & Hanson, Steven D., 1991. "Production Hedging and Speculative Decisions with Options and Future Markets," Staff General Research Papers Archive 10810, Iowa State University, Department of Economics.
- Benninga, Simon & Eldor, Rafael & Zilcha, Itzhak, 1983. "Optimal hedging in the futures market under price uncertainty," Economics Letters, Elsevier, vol. 13(2-3), pages 141-145.
- Baillie, Richard T & Myers, Robert J, 1991. "Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(2), pages 109-124, April-Jun.
- Sergio H. Lence & Dermot J. Hayes & William H. Meyers, 1992. "Futures Markets and Marketing Firms: The U.S. Soybean-Processing Industry," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 74(3), pages 716-725.
- Lence, Sergio H. & Hayes, Dermot J. & Meyers, William H., 1992. "Futures Markets and Marketing Firms: The U.S. Soybean-Processing Industry," Staff General Research Papers Archive 482, Iowa State University, Department of Economics.
- Holthausen, Duncan M, 1979. "Hedging and the Competitive Firm under Price Uncertainty," American Economic Review, American Economic Association, vol. 69(5), pages 989-995, December. Full references (including those not matched with items on IDEAS)