Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches
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More about this item
KeywordsOptimal Hedge Ratios; Conditional Heteroskedasticity; BGARCH;
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- Q - Agricultural and Natural Resource Economics; Environmental and Ecological Economics
- Q13 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Markets and Marketing; Cooperatives; Agribusiness
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