Heavy-tailed behavior of commodity price distribution and optimal hedging demand
Year of publication: |
2007
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Authors: | Jin, Hyun Joung |
Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 74.2007, 4, p. 863-881
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Subject: | Risikomanagement | Risk management | Hedging | Agrarpreis | Agricultural price | Rohstoffderivat | Commodity derivative | USA | United States |
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