Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Economics and Econometrics,Development,Business and International Management
Link
http://link.springer.com/content/pdf/10.1007/s40953-020-00206-y.pdf
Reference46 articles.
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2. Anderson, R.W., and J.P. Danthine. 1981. Cross hedging. Journal of Political Economy 89: 1182–1196.
3. Baesel, J., and D. Grant. 1982. Optimal sequential futures trading. Journal of Financial and Quantitative Analysis 17 (5): 683–695.
4. Baillie, R.T., and R.J. Myers. 2012. Bivariate Garch estimation of the optimal commodity futures hedge. Journal of Applied Econometrics 6: 109–124.
5. Bawa, V.S. 1978. Safety-first, stochastic dominance, and optimal portfolio choice. Journal of Financial and Quantitative Analysis 13 (2): 255–271.
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