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using monthly prices across 345 U.S.- imported Canadian iron and steel products from 1989 through 1995, some of which …
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We propose the mathematical model of the price movement for the carbon steel and ferrous scrap from the market data … model. Secondly, the mathematical model of the carbon steel price is established by a compound Poisson process with the …
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using monthly prices across 345 U.S.- imported Canadian iron and steel products from 1989 through 1995, some of which …
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additional delivery risk on hedgers. This paper derives the optimal production and futures hedging strategy for a risk …
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