Asymmetric effect of basis on dynamic futures hedging : empirical evidence from commodity markets

Donald Lien, Li Yang

Year of publication:	2008
Authors:	Lien, Da-hsiang Donald ; Li, Yang
Published in:	Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 2, p. 187-198
Subject:	Hedging \| Rohstoffderivat \| Commodity derivative \| ARCH-Modell \| ARCH model \| Welt \| World \| 1980-1999

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