Dynamic multiproduct optimal hedging in the soybean complex - do time -varying correlations provide hedging improvements?
Herman A. Tejeda and Barry K. Goodwin
| Year of publication: |
2014
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|---|---|
| Authors: | Tejeda, Herman A. ; Goodwin, Barry K. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 25/27, p. 3312-3322
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| Subject: | multiproduct optimal hedging | soybean complex | time-varying correlations | regime switching models | Hedging | Sojabohne | Soybean | Theorie | Theory | Korrelation | Correlation | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Mehrproduktfertigung | Multiproduct production |
| 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/10010418027