Offshore hedging strategy of Japan-based wheat traders under multiple sources of risk and hedging costs
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference24 articles.
1. Agricultural and financial market interdependence in the short run;Chambers;American Journal of Agricultural Economics,1984
2. Likelihood ratio tests for autoregressive time series with a unit root;Dickey;Econometrica,1981
3. Co-integration and error correction: representation, estimation, and testing;Engle;Econometrica,1987
4. Flexible exchange rates, prices and the role of news: lessons from the 1970s;Frankel;Journal of Political Economics,1981
5. The demand for hedging and the value of hedging opportunities;Frechette;American Journal of Agricultural Economics,2000
Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. A Prediction Market Trading Strategy to Hedge Financial Risks of Wind Power Producers in Electricity Markets;IEEE Transactions on Power Systems;2021-09
2. Stock index hedging using a trend and volatility regime-switching model involving hedging cost;International Review of Economics & Finance;2017-01
3. Optimal Commodity and Cross-Currency Heding: The Case of Asean-5-Based Grain and Soft Commodity Traders;SSRN Electronic Journal;2011
4. Introduction Risk and security in Japan: from the international to the societal;Japan Forum;2010-06-24
5. Mean-Variance Versus Minimum-Variance Hedging;Lecture Notes in Economics and Mathematical Systems;2009
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3