Cross hedging jet-fuel price exposure
Zeno Adams; Mathias Gerner
| Year of publication: |
2012
|
|---|---|
| Authors: | Adams, Zeno ; Gerner, Mathias |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 5, p. 1301-1309
|
| Subject: | Cross-hedging | Hedge ratio | Futures and forwards | Crude oil | Error correction model | Hedging | Ölpreis | Oil price | Kointegration | Cointegration | Erdöl | Petroleum | Theorie | Theory | Währungsderivat | Currency derivative | Derivat | Derivative |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009688100