Hedging long-dated oil futures and options using short-dated securities: Revisiting Metallgesellschaft
Year of publication: |
2021
|
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Authors: | Doran, James S. ; Ronn, Ehud I. |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 14.2021, 8, p. 1-10
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Publisher: |
Basel : MDPI |
Subject: | hedging | long-dated | oil futures | option contracts |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/jrfm14080379 [DOI] 1772263168 [GVK] hdl:10419/258483 [Handle] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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Doran, James S., (2021)
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