Cross hedging jet-fuel price exposure
Author:
Publisher
Elsevier BV
Subject
General Energy,Economics and Econometrics
Reference52 articles.
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4. Bivariate GARCH estimation of the optimal commodity futures hedge;Baillie;J. Appl. Econ.,1991
5. Hedge period length and ex-ante futures hedging effectiveness: the case of foreign-exchange risk cross hedges;Benet;J. Futur. Mark.,1992
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