Multiproduct Optimal Hedging by Time-Varying Correlations in a State Dependent model of Regime-Switching
Year of publication: |
2010-05-05
|
---|---|
Authors: | Tejeda, Hernan A. ; Goodwin, Barry K. |
Subject: | Agribusiness | Demand and Price Analysis | Risk and Uncertainty |
-
Prospects for Ethanol Production Profits Dim as Gasoline Prices Plummet
Irwin, Scott,
-
Understanding the Implied Volatility (IV) Factor in Crop Insurance
Sherrick, Bruce,
-
Rolling Back the Write Down of the Renewable Mandate for 2014: The RINs Market Rings the Bell Again
Irwin, Scott,
- More ...
-
Tejeda, Hernan A., (2008)
-
Tejeda, Hernan A., (2010)
-
Dynamic Price Relationships in the Grain and Cattle Markets, Pre and Post-Ethanol Mandate
Tejeda, Hernan A., (2011)
- More ...