A general empirical model of hedging

Moawia Alghalith, Ricardo Lalloob

In this paper, we treat output as a decision variable. Moreover, we employ a general form of basis risk. Furthermore, we relax the statistical-independence assumption between the spot price and basis risk.

MoreLess

Year of publication:	December 2012
Authors:	Alghalith, Moawia ; Lalloob, Ricardo
Published in:	Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 5.2012, 1, p. 1-19
Subject:	Hedging \| Theorie \| Theory \| Schätzung \| Estimation

freely available

Full text |

More access options

doi.org

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.3390/jrfm5010001 [DOI] hdl:10419/178533 [Handle]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011555861