The hedging pressure hypothesis and the risk premium in the soybean reverse crush spread
Year of publication: |
2022
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Authors: | Li, Ziran ; Hayes, Dermot James |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 3, p. 428-445
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Subject: | hedging pressure hypothesis | risk premium | soybean reverse crush spread | Risikoprämie | Risk premium | Sojabohne | Soybean | Hedging | Rohstoffderivat | Commodity derivative | Theorie | Theory |
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