Minimum variance hedging when spot price changes are partially predictable
Louis H. Ederington, Jesus M. Salas
| Year of publication: |
2008
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|---|---|
| Authors: | Ederington, Louis H. ; Salas, Jesus M. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 5, p. 654-663
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| Subject: | Hedging | Risikomanagement | Risk management | Rohstoffderivat | Commodity derivative | Erdgasmarkt | Natural gas market | Theorie | Theory | Welt | World |
| 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/10003702618