Hedging with forecasting : a state-space approach to modeling vector-valued time series
Year of publication: |
1992
|
---|---|
Authors: | Vukina, Tomislav |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 12.1992, 3, p. 307-327
|
Subject: | Warenbörse | Commodity exchange | Sojabohne | Soybean | Prognose | Forecast | Hedging | Zeitreihenanalyse | Time series analysis | Theorie | Theory | USA | United States | 1989-1991 |
-
Efficiency of commodity futures : a vector autoregression analysis
Canarella, Giorgio, (1985)
-
Pricing commodity options when the underlying futures price exhibits time-varying volatility
Myers, Robert J., (1993)
-
Are futures prices good price forecasts? : underestimation of price reversion in the soybean complex
Huang, Joshua, (2020)
- More ...
-
Paying for animal welfare? A hedonic analysis of egg prices
Vukina, Tomislav, (2020)
-
The price of cage‐free eggs : Social cost of <scp>P</scp> roposition 12 in <scp>California</scp>
Oh, Sohae Eve, (2021)
-
Homogenous and Heterogenous Contestants in Piece Rate Tournaments: Theory and Empirical Analysis
Vukina, Tomislav, (2008)
- More ...