Commodity futures hedging, risk aversion and the hedging horizon
Thomas Conlon, John Cotter and Ramazan Gençay
| Year of publication: |
October-December 2016
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| Authors: | Conlon, Thomas ; Cotter, John ; Gençay, Ramazan |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 22.2016, 13/15, p. 1534-1560
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| Subject: | commodity markets | futures hedging | risk aversion | hedging horizon | wavelet analysis | selective hedging | Hedging | Rohstoffderivat | Commodity derivative | Risikoaversion | Risk aversion | Theorie | Theory | Warenbörse | Commodity exchange | Derivat | Derivative | Risiko | Risk |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2015.1031912 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011715493