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A simple risk-reducing cross-hedging strategy : using soybean oil futures with fish oil sales
Gjerde, Øystein - In: Review of futures markets 8 (1989) 2, pp. 180-195
Persistent link: https://www.econbiz.de/10001083707
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Hedging price risk to soybean producers with futures and options : a case study
Tabesh, Hamid - 1987
Persistent link: https://www.econbiz.de/10000780590
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Storage profitability and hedge ratio estimation
Lence, Sergio H. - In: The journal of futures markets 16 (1996) 6, pp. 655-676
Persistent link: https://www.econbiz.de/10001206957
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Hedging and the internal revenue service
Fryar, Edward O. - In: Best papers proceedings 4 (1994) 2, pp. 19-26
Persistent link: https://www.econbiz.de/10001170005
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Hedging with forecasting : a state-space approach to modeling vector-valued time series
Vukina, Tomislav - In: The journal of futures markets 12 (1992) 3, pp. 307-327
Persistent link: https://www.econbiz.de/10001125673
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The empirical minimum-variance hedge
Lence, Sergio H. - In: American journal of agricultural economics 76 (1994) 1, pp. 94-104
Persistent link: https://www.econbiz.de/10001165895
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Trade and production of commodities with futures markets
Kaufman, Martin - 1994
Persistent link: https://www.econbiz.de/10000916062
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Option based assessments of expected price distributions
Sherrick, Bruce J. - 1989
Persistent link: https://www.econbiz.de/10000813301
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Advantages to competing with yourself : why an exchange might design futures contracts with correlated payoffs
Tashjian, Elizabeth - In: Journal of financial intermediation 4 (1995) 2, pp. 133-157
Persistent link: https://www.econbiz.de/10001178314
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Expected soybean futures price distributions : option-based assessments
Sherrick, Bruce J. - In: Review of futures markets 9 (1990) 2, pp. 386-409
Persistent link: https://www.econbiz.de/10001124325