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Hedging with two futures contracts : simplicity pays

Nguyen, Thi Tuong Van; Carbonez, Katelijne A. E.; … - 2010

Persistent link: https://www.econbiz.de/10009126825

Hedging with two futures contracts : simplicity pays

Carbonez, Katelijne A. E.; Nguyen, Thi Tuong Van; … - In: European financial management : the journal of the … 17 (2011) 5, pp. 806-834

Persistent link: https://www.econbiz.de/10009388244

Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield

Mellios, Constantin; Six, Pierre; Anh Ngoc Lai - In: European journal of operational research : EJOR 250 (2016) 2, pp. 493-504

Persistent link: https://www.econbiz.de/10011441684

Herausforderungen und Hedgingstrategien für Agrarunternehmen unter Berücksichtigung regionaler und globaler Märkte sowie volatiler Preise für Agrarrohstoffe

Budde, Ann-Christin; Fahling, Ernst; Rommel, Kai - 2013

Persistent link: https://www.econbiz.de/10010339030

Hedging with Two Futures Contracts : Simplicity Pays

Nguyen, Van Thi Tuong - 2010

We propose to use two futures contracts in hedging an agricultural commodity commitment to solve either the standard delta hedge or the roll-over issue. Most current literature on dual-hedge strategies is based on a structured model to reduce roll-over risk and is somehow difficult to apply for...

Persistent link: https://www.econbiz.de/10013144863