Market volatility and the dynamic hedging of multi-commodity price risk
Year of publication: |
2013
|
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Authors: | Power, Gabriel J. ; Vedenov, Dmitry V. ; Anderson, David P. ; Klose, Steven L. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 25/27, p. 3891-3903
|
Subject: | copula | dynamic hedging | feedlot | hedge ratios | multivariate GARCH | price risk | Hedging | ARCH-Modell | ARCH model | Volatilität | Volatility | Risiko | Risk | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Rohstoffderivat | Commodity derivative |
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