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Hedge effectiveness: Basis risk and minimum‐variance hedging
Castelino, Mark G. - In: Journal of Futures Markets 12 (1992) 2, pp. 187-201
Persistent link: https://www.econbiz.de/10011196852
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Spread volatility in commodity futures: The length effect
Castelino, Mark G.; Vora, Ashok - In: Journal of Futures Markets 4 (1984) 1, pp. 39-46
Persistent link: https://www.econbiz.de/10011197423
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Basis speculation in commodity futures: The maturity effect
Castelino, Mark G.; Francis, Jack Clark - In: Journal of Futures Markets 2 (1982) 2, pp. 195-206
Persistent link: https://www.econbiz.de/10011197544
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Hedge effectiveness: Basis risk and minimum‐variance hedging
Castelino, Mark G. - In: Journal of Futures Markets 20 (2000) 1, pp. 89-103
Persistent link: https://www.econbiz.de/10011197812