Designing a proper hedge : theory versus practice
Year of publication: |
2016
|
---|---|
Authors: | Jiang, Chao ; Kawaller, Ira G. ; Koch, Paul Douglas |
Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 39.2016, 2, p. 123-144
|
Subject: | Benzinpreis | Gasoline price | Hedging | USA | United States | 2006-2013 |
-
Essays on risk in financial markets
Adams, Zeno, (2011)
-
How the tight oil boom has changed oil and gasoline markets
Kilian, Lutz, (2017)
-
How the tight oil boom has changed oil and gasoline markets
Kilian, Lutz, (2017)
- More ...
-
The trend in firm profitability and the cross-section of stock returns
Akbas, Ferhat, (2017)
-
The effect of the hedge horizon on optimal hedge size and effectiveness when prices are cointegrated
Juhl, Ted, (2012)
-
The temporal price relationship between S&P 500 futures and the S&P 500 index
Kawaller, Ira G., (1987)
- More ...