Hedging with futures during nonconvergence in commodity markets
Alankrita Goswami, Berna Karali, Michael K. Adjemian
| Year of publication: |
2023
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|---|---|
| Authors: | Goswami, Alankrita ; Karali, Berna ; Adjemian, Michael K. |
| Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 32.2023, p. 1-20
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| Subject: | Cash price | Corn | Futures price | Minimum variance hedge ratio | Nonconvergence | Soybean | Wheat | Hedging | Sojabohne | Warenbörse | Commodity exchange | Rohstoffderivat | Commodity derivative | Derivat | Derivative | Theorie | Theory | Weizenmarkt | Wheat market | Mais | Maize | Weizen | Maismarkt | Maize market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2023.100364 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014495616