Artikel
A general empirical model of hedging
In this paper, we treat output as a decision variable. Moreover, we employ a general form of basis risk. Furthermore, we relax the statistical-independence assumption between the spot price and basis risk.
- Sprache
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Englisch
- Erschienen in
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Journal: Journal of Risk and Financial Management ; ISSN: 1911-8074 ; Volume: 5 ; Year: 2012 ; Issue: 1 ; Pages: 1-19 ; Basel: MDPI
- Klassifikation
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Wirtschaft
- Ereignis
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Geistige Schöpfung
- (wer)
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Alghalith, Moawia
Lalloob, Ricardo
- Ereignis
-
Veröffentlichung
- (wer)
-
MDPI
- (wo)
-
Basel
- (wann)
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2012
- DOI
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doi:10.3390/jrfm5010001
- Handle
- Letzte Aktualisierung
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10.03.2025, 11:42 MEZ
Datenpartner
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Objekttyp
- Artikel
Beteiligte
- Alghalith, Moawia
- Lalloob, Ricardo
- MDPI
Entstanden
- 2012
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