BASIS VOLATILITY: IMPLICATIONS FOR HEDGING
Author:
Affiliation:
1. Rutgers University, Newark
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.1989.tb00110.x/fullpdf
Reference16 articles.
1. “Basis Speculation in Commodity Futures: The Maturity Effect.”;Castelino;Journal of Futures Markets,1982
2. “Spread Volatility in Commodity Futures: The Length Effect.”;Castelino;Journal of Futures Markets,1984
3. “The Relationship Between Forward Prices and Futures Prices.”;Cox;Journal of Financial Economics,1981
4. “The Hedging Performance of the New Futures Markets.”;Ederington;Journal of Finance,1979
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