Commodity futures hedge ratios : a meta-analysis
Jędrzej Białkowski, Martin T. Bohl, Devmali Perera
| Year of publication: |
2023
|
|---|---|
| Authors: | Białkowski, Je̜drzej ; Bohl, Martin T. ; Perera, Devmali |
| Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 30.2023, p. 1-20
|
| Subject: | Commodity markets | Derivative accounting | Hedging effectiveness | Meta-analysis | Optimal hedge ratio | 80-125 rule | Publication bias | Meta-Analyse | Hedging | Rohstoffderivat | Commodity derivative | Derivat | Derivative | Warenbörse | Commodity exchange |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2022.100276 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014426825