Can multiyear rollover hedging increase mean returns?
Year of publication: |
2005
|
---|---|
Authors: | Yoon, Byung-Sam ; Brorsen, B. Wade |
Published in: |
Journal of agricultural and applied economics. - Lexington, Ky. : SAEA, ISSN 1074-0708, ZDB-ID 1175148-4. - Vol. 37.2005, 1, p. 65-78
|
Subject: | Hedging | Rohstoffderivat | Commodity derivative | USA | United States | Agrarpreis | Agricultural price | Effizienzmarkthypothese | Efficient market hypothesis |
-
Implications of commodity price behavior for marketing strategies
Tomek, William G., (2005)
-
Commodity price discovery: problems that have solutions or solutions that are problems
Fortenbery, T. Randall, (2009)
-
Heavy-tailed behavior of commodity price distribution and optimal hedging demand
Jin, Hyun Joung, (2007)
- More ...
-
Can Multiyear Rollover Hedging Increase Mean Returns?
Yoon, Byung-Sam, (2005)
-
Value of increasing Kernel uniformity
Yoon, Byung-Sam, (2002)
-
Market inversion in commodity futues prices
Yoon, Byung-sam, (2002)
- More ...