Hedging pressure and delivery risk explanations of futures risk premia
Year of publication: |
2009
|
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Authors: | Roongsangmanoon, Charnwut ; Chen, Andrew H. ; Kang, Joseph C. ; Lien, Da-hsiang Donald |
Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 447662-1. - Vol. 25.2009, p. 303-331
|
Subject: | Hedging | Risikoprämie | Risk premium | Theorie | Theory | Derivat | Derivative | Warenbörse | Commodity exchange | Risikomanagement | Risk management |
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