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Causality between market liquidity and depth for energy and grains
Sari, Ramazan; Hammoudeh, Shawkat; Chang, Chia-Lin; … - 2011
Persistent link: https://www.econbiz.de/10009619369
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Causality between market liquidity and depth for energy and grains
Sari, Ramazan; Hammoudeh, Shawkat; Chang, Chia-Lin; … - 2011
Persistent link: https://www.econbiz.de/10009012031
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Hedging with two futures contracts : simplicity pays
Carbonez, Katelijne A. E.; Nguyen, Thi Tuong Van; … - In: European financial management : the journal of the … 17 (2011) 5, pp. 806-834
Persistent link: https://www.econbiz.de/10009388244
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Hedging with two futures contracts : simplicity pays
Nguyen, Thi Tuong Van; Carbonez, Katelijne A. E.; … - 2010
Persistent link: https://www.econbiz.de/10009126825
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Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin; Six, Pierre; Anh Ngoc Lai - In: European journal of operational research : EJOR 250 (2016) 2, pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
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Herausforderungen und Hedgingstrategien für Agrarunternehmen unter Berücksichtigung regionaler und globaler Märkte sowie volatiler Preise für Agrarrohstoffe
Budde, Ann-Christin; Fahling, Ernst; Rommel, Kai - 2013
Persistent link: https://www.econbiz.de/10010339030
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Portfolio speculation and commodity price volatility in a stochastic storage model
Vercammen, James Alfred; Doroudian, Ali - In: American journal of agricultural economics 96 (2014) 2, pp. 517-532
Persistent link: https://www.econbiz.de/10010411908
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A deep learning-based financial hedging approach for the effective management of commodity risks
Hu, Yan; Ni, Jian - In: The journal of futures markets 44 (2024) 6, pp. 879-900
Persistent link: https://www.econbiz.de/10014536702
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Hedging with Two Futures Contracts : Simplicity Pays
Nguyen, Van Thi Tuong - 2010
We propose to use two futures contracts in hedging an agricultural commodity commitment to solve either the standard delta hedge or the roll-over issue. Most current literature on dual-hedge strategies is based on a structured model to reduce roll-over risk and is somehow difficult to apply for...
Persistent link: https://www.econbiz.de/10013144863
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Speculation, hedging and volatility in the coffee market, 1993-96
Gilbert, Christopher L.; Brunetti, Celso - 1997
Persistent link: https://www.econbiz.de/10000619480