//-->
Estimating time-varying optimal hedge ratios on futures markets
Myers, Robert J., (2000)
Reduction in hedging risk from adjusting for autocorrelation in the residuals of a price level regression
Elam, Emmett, (1991)
Bivariate garch estimation of the optimal commodity futures hedge
Baillie, Richard, (1991)
Why do farmers forward contract in factor markets?
Haydu, John J., (1992)
Managing oil import price risk in Costa Rica : strategies and benefits
Myers, Robert J., (1993)
Agricultural market liberalization and instability of domestic agricultural markets : the case of the CAP
Thompson, Stanley, (2000)