Hedging and the competitive firm under correlated price and background risk
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
http://link.springer.com/content/pdf/10.1007/s10203-012-0137-3
Reference30 articles.
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3. Adam-Müller, A.F.A., Nolte, I.: Cross hedging under multiplicative basis risk. J. Bank. Finance 35, 2956–2964 (2011)
4. Battermann, H.L., Broll, U.: Inflation risk, hedging, and exports. Rev. Dev. Econ. 5, 355–362 (2001)
5. Briys, E., Crouhy, M., Schlesinger, H.: Optimal hedging in a futures market with background noise and basis risk. Eur. Econ. Rev. 37, 949–960 (1993)
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