The optimal wheat futures hedge at the euronext paris from a farmer's perspective
Teresa Vollmer and Stephan von Cramon-Taubadel
| Year of publication: |
2020
|
|---|---|
| Authors: | Vollmer, Teresa ; Cramon-Taubadel, Stephan von |
| Published in: |
German journal of agricultural economics : GJAE. - Braunschweig : Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V., ISSN 2191-4028, ZDB-ID 2535268-4. - Vol. 69.2020, 1, p. 49-63
|
| Subject: | hedge ratio | GARCH | futures | margin calls | wheat | Hedging | Derivat | Derivative | Weizenmarkt | Wheat market | ARCH-Modell | ARCH model | Weizenanbau | Wheat production | Weizen | Wheat |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.30430/69.2020.1.49-63 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012201913