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Hedger response to multiple grades of delivery on futures markets
Lien, Da-hsiang Donald - In: The journal of futures markets 8 (1988) 6, pp. 687-702
Persistent link: https://www.econbiz.de/10001134531
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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
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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
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Asymmetric information in commodity futures markets : theory and empirical evidence
Perrakis, Stylianos - In: The journal of futures markets 18 (1998) 7, pp. 803-825
Persistent link: https://www.econbiz.de/10001249187
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Multiperiod optimal hedging ratios : methodological aspects and application to a wheat market
Stefani, Gianluca; Tiberti, Marco - In: European review of agricultural economics : ERAE 43 (2016) 3, pp. 503-532
Persistent link: https://www.econbiz.de/10011635589
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Optimal hedging and spreading on wheat futures markets
Lien, Da-hsiang Donald - In: The journal of futures markets 9 (1989) 2, pp. 163-170
Persistent link: https://www.econbiz.de/10001066574
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Functional effectiveness of commodity futures market : a comparative assessment of agricultural and metal commodities
Rout, Bhabani Sankar; Das, Nupur Moni; Rao, Kode … - In: Paradigm : the journal of Institute of Management Technology 25 (2021) 1, pp. 42-60
Persistent link: https://www.econbiz.de/10012590465
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Hedging long-dated oil futures and options using short-dated securities : revisiting Metallgesellschaft
Doran, James S.; Ronn, Ehud I. - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-10
Since the collapse of the Metallgesellschaft AG due to hedging losses in 1993, energy practitioners have been concerned … hedging long-dated futures and options with their short-dated counterparts, we find that the long-term tracking errors are, on …
Persistent link: https://www.econbiz.de/10012626875
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Hedging under price, output and basis risks : empirical analysis
Alghalith, Moawia; Lalloo, Ricardo - In: Annals of financial economics 15 (2020) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10012642973
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Does Bitcoin hedge commodity uncertainty?
Hoang, Khanh; Nguyen, Cuong; Poch, Kongchheng; Nguyen, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/119, pp. 1-14
This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn, during the period Oct. 2013-Jun. 2018, using time- and frequency-domain frameworks. The time-domain framework's results show that the connectedness is 23.49%, indicating a low level...
Persistent link: https://www.econbiz.de/10012305145