Optimal hedging ratios for wheat and barley at the LIFFE : a GARCH approach
Year of publication: |
2000
|
---|---|
Authors: | Dawson, Philip J. ; Tiffin, Abigail L. ; White, Ben |
Published in: |
Journal of agricultural economics. - Oxford : Wiley-Blackwell, ISSN 0021-857X, ZDB-ID 410345-2. - Vol. 51.2000, 2, p. 147-161
|
Subject: | Rohstoffderivat | Commodity derivative | Weizenmarkt | Wheat market | Gerste | Barley | Markt | Market | ARCH-Modell | ARCH model | Theorie | Theory |
-
Table of the prices of barley and oats, at Montrose and Arbroath
(1820)
-
(1988)
-
Asymmetric information in commodity futures markets : theory and empirical evidence
Perrakis, Stylianos, (1998)
- More ...
-
Tiffin, Abigail L., (1997)
-
Tiffin, Abigail L., (2006)
-
Dawson, Philip J., (2006)
- More ...