Comparative analysis of futures contract cross-hedging effectiveness for soybean : models and insights
M.C. Erasmus and J.M. Geyser
| Year of publication: |
2024
|
|---|---|
| Authors: | Erasmus, M. C. ; Geyser, J. M. |
| Published in: |
Agrekon. - London : Taylor & Francis, ISSN 2078-0400, ZDB-ID 2118634-0. - Vol. 63.2024, 4, p. 319-336
|
| Subject: | back-testing | Cross-hedging | ECM | futures contract hedging | GARCH | hedge efficiency | Hedging | Sojabohne | Soybean | Derivat | Derivative | Warenbörse | Commodity exchange | Theorie | Theory | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03031853.2024.2401787 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015189472