On the optimal hedge under unbiased futures prices
- 1 March 1995
- journal article
- Published by Elsevier in Economics Letters
- Vol. 47 (3-4) , 385-388
- https://doi.org/10.1016/0165-1765(94)00575-m
Abstract
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This publication has 5 references indexed in Scilit:
- Futures Markets and Marketing Firms: The U.S. Soybean‐Processing IndustryAmerican Journal of Agricultural Economics, 1992
- Bivariate garch estimation of the optimal commodity futures HedgeJournal of Applied Econometrics, 1991
- Production, Hedging, and Speculative Decisions with Options and Futures MarketsAmerican Journal of Agricultural Economics, 1991
- The optimal hedge ratio in unbiased futures marketsJournal of Futures Markets, 1984
- Optimal hedging in the futures market under price uncertaintyEconomics Letters, 1983