The Volatility Spillover Effects and Optimal Hedging Strategy in the Corn Market
Year of publication: |
2009-04
|
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Authors: | Wu, Feng ; Guan, Zhengfei |
Institutions: | Agricultural and Applied Economics Association - AAEA |
Subject: | Volatility Spillover | GARCH | Optimal Hedge Ratio | Energy Price | Corn Price | Risk and Uncertainty |
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