Hedging effectiveness of European wheat futures markets : an application of multivariate GARCH models
Marco Zuppiroli, Cesar Revoredo-Giha
| Year of publication: |
2016
|
|---|---|
| Authors: | Zuppiroli, Marco ; Revoredo Giha, César L. |
| Published in: |
International journal of applied management science. - Olney, Bucks. : Inderscience, ISSN 1755-8913, ZDB-ID 2481912-8. - Vol. 8.2016, 2, p. 132-148
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| Subject: | risk management | hedging ratio | multivariate GARCH model | hedging effectiveness | wheat | futures prices | commodity prices | European Commodity Exchanges | Hedging | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Risikomanagement | Risk management | Weizenmarkt | Wheat market | Volatilität | Volatility | Derivat | Derivative | Futures | Weizen | Wheat | EU-Staaten | EU countries |
| 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://ebvufind01.dmz1.zbw.eu/10011636094