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Parameter-based decision making under estimation risk : an application to futures trading
Lence, Sergio H. - In: The journal of finance : the journal of the American … 49 (1994) 1, pp. 345-357
Persistent link: https://www.econbiz.de/10001169030
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The behavior of forward-looking firms in the very short run
Lence, Sergio H. - In: American journal of agricultural economics 77 (1995) 4, pp. 922-934
Persistent link: https://www.econbiz.de/10001194578
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Futures markets and marketing firms : the US soybean-processing industry
Lence, Sergio H. - In: American journal of agricultural economics 74 (1992) 3, pp. 716-725
Persistent link: https://www.econbiz.de/10001130658
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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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Multiperiod production with forward and option markets
Lence, Sergio H. - In: American journal of agricultural economics 76 (1994) 2, pp. 286-295
Persistent link: https://www.econbiz.de/10001166283
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Hedging production risk with options
Sakong, Yong - In: American journal of agricultural economics 75 (1993) 2, pp. 408-415
Persistent link: https://www.econbiz.de/10001147467
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Speculation and hedging in commodity options : a modification of Wolf's portfolio model
Bullock, David W. - In: Journal of economics & business 44 (1992) 3, pp. 201-221
Persistent link: https://www.econbiz.de/10001137622
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Price mean reversion, seasonality, and options markets
Hart, Chad E.; Lence, Sergio H.; Hayes, Dermot James; Na Jin - In: American journal of agricultural economics 98 (2016) 3, pp. 707-725
Persistent link: https://www.econbiz.de/10011635129