Determining the effectiveness of optimal time-varying hedge ratios for cattle feeders under multiproduct and single commodity settings
Hernan Tejeda and Dillon Feuz
| Year of publication: |
2014
|
|---|---|
| Authors: | Tejeda, Hernan ; Feuz, Dillon M. |
| Published in: |
Agricultural finance review. - Bingley : Emerald, ISSN 0002-1466, ZDB-ID 431172-3. - Vol. 74.2014, 2, p. 217-235
|
| Subject: | Feedlot operators | Multiproduct optimal hedging | Regime-switching models | Time-varying hedge ratios | Hedging | Theorie | Theory | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011304620