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| Jun 30 2023 |
William T. Smith |
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The optimal hedge ratio: A closed-form solution, a conjecture, and a challenge |
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Abstract Contact Information Citation Full Text - Comment |
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| Jun 30 2022 |
William T. Smith |
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The optimal hedge ratio: A solution, a conjecture, and a challenge |
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Abstract Contact Information Citation Full Text - Note |
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| May 19 2020 |
Ilyes Abid , Abderrazak Dhaoui , Khaled Guesmi and Olfa Kaabia |
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Hedging strategy for financial variables and commodities |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 23 2020 |
Willy Kamdem , Jules Sadefo Kamdem , David Kamdem and Louis aimé Fono |
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Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 08 2012 |
Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen |
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Oil-stock volatility transmission, portfolio selection and hedging |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 13 2011 |
Marcelo Brutti Righi and Paulo Sérgio Ceretta |
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Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 03 2010 |
George Milunovich and Ronald Ripple |
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Crude Oil Volatility: Hedgers or Investors |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 06 2006 |
Benoît Sévi |
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Ederington's ratio with production flexibility |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 09 2004 |
Udo Broll and Jack E. Wahl |
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Optimal hedge ratio and elasticity of risk aversion |
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Abstract Contact Information Citation Full Text - Note |
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