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Incomplete markets and commodity-linked finance in developing countries
Myers, Robert J. - In: The World Bank research observer 7 (1992) 1, pp. 79-94
Persistent link: https://www.econbiz.de/10001121655
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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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Bivariate garch estimation of the optimal commodity futures hedge
Baillie, Richard - In: Journal of applied econometrics 6 (1991) 2, pp. 109-124
Persistent link: https://www.econbiz.de/10001107425
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Why do farmers forward contract in factor markets?
Haydu, John J. - In: Southern journal of agricultural economics 24 (1992) 1, pp. 145-151
Persistent link: https://www.econbiz.de/10001131646
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Generalized optimal hedge ratio estimation
Myers, Robert J. - In: American journal of agricultural economics 71 (1989) 4, pp. 858-868
Persistent link: https://www.econbiz.de/10001080115
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Pricing commodity options when the underlying futures price exhibits time-varying volatility
Myers, Robert J. - In: American journal of agricultural economics 75 (1993) 1, pp. 121-130
Persistent link: https://www.econbiz.de/10001141432