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person:"Myers, Robert J."
~person:"De Ville de Goyet, Cédric"
~subject:"Agrarpreis"
~subject:"Commodity exchange"
~subject:"United States"
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Myers, Robert J.
De Ville de Goyet, Cédric
Lien, Da-hsiang Donald
12
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11
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9
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The journal of futures markets
4
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3
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Testing futures returns predictability : implications for hedgers
De Ville de Goyet, Cédric
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003612541
Saved in:
2
Comparing conditional hedging strategies
De Ville de Goyet, Cédric
-
2007
Persistent link: https://www.econbiz.de/10003613739
Saved in:
3
The performance of the A0 (N) diffusion model to hedge a forward commitment in the corn market
De Ville de Goyet, Cédric
-
2007
Persistent link: https://www.econbiz.de/10003613744
Saved in:
4
Volatility spillover effects and cross hedging in corn and crude oil futures
Wu, Feng
;
Guan, Zhengfei
;
Myers, Robert J.
- In:
The journal of futures markets
31
(
2011
)
11
,
pp. 1052-1075
Persistent link: https://www.econbiz.de/10009355742
Saved in:
5
Testing the martingale hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric
;
Dhaene, Geert
;
Sercu, Piet
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
Saved in:
6
Testing for constant hedge ratios in commodity markets : a multivariate GARCH approach
Moschini, Giancarlo
;
Myers, Robert J.
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 589-603
Persistent link: https://www.econbiz.de/10001712026
Saved in:
7
Estimating time-varying optimal hedge ratios on futures markets
Myers, Robert J.
- In:
The journal of futures markets
20
(
2000
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10001447798
Saved in:
8
Hedging with futures and options under a truncated cash price distribution
Hanson, Steven D.
;
Myers, Robert J.
;
Hilker, James H.
- In:
Journal of agricultural and applied economics
31
(
1999
)
3
,
pp. 449-459
Persistent link: https://www.econbiz.de/10001499791
Saved in:
9
Bivariate garch estimation of the optimal commodity futures hedge
Baillie, Richard
- In:
Journal of applied econometrics
6
(
1991
)
2
,
pp. 109-124
Persistent link: https://www.econbiz.de/10001107425
Saved in:
10
Estimating time-varying optimal hedge ratios on futures markets
Myers, Robert J.
- In:
The journal of futures markets
11
(
1991
)
1
,
pp. 39-53
Persistent link: https://www.econbiz.de/10001101543
Saved in:
1
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