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Optimal hedging under forward-looking behaviour
Lence, Sergio H. - In: The economic record : er 71 (1995) 215, pp. 329-342
Persistent link: https://www.econbiz.de/10001199232
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The empirical minimum-variance hedge
Lence, Sergio H. - In: American journal of agricultural economics 76 (1994) 1, pp. 94-104
Persistent link: https://www.econbiz.de/10001165895
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Multiperiod production with forward and option markets
Lence, Sergio H. - In: American journal of agricultural economics 76 (1994) 2, pp. 286-295
Persistent link: https://www.econbiz.de/10001166283
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Could the government manage its exposure to crop reinsurance risk?
Hayes, Dermot J.; Lence, Sergio H.; Mason, Chuck - In: Agricultural finance review 63 (2003) 2, pp. 127-142
Persistent link: https://www.econbiz.de/10001930298
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On the optimal hedge under unbiased futures prices
Lence, Sergio H. - In: Economics letters 47 (1995) 3, pp. 385-388
Persistent link: https://www.econbiz.de/10001178197
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The economic value of minimum-variance hedges
Lence, Sergio H. - In: American journal of agricultural economics 77 (1995) 2, pp. 353-364
Persistent link: https://www.econbiz.de/10001181072
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Relaxing the assumptions of minimum-variance hedging
Lence, Sergio H. - In: Journal of agricultural and resource economics : JARE ; … 21 (1996) 1, pp. 39-55
Persistent link: https://www.econbiz.de/10001204870
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Speculation and hedging in commodity options : a modification of Wolf's portfolio model
Bullock, David W. - In: Journal of economics & business 44 (1992) 3, pp. 201-221
Persistent link: https://www.econbiz.de/10001137622
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Hedging production risk with options
Sakong, Yong - In: American journal of agricultural economics 75 (1993) 2, pp. 408-415
Persistent link: https://www.econbiz.de/10001147467
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Reference-dependent hedging : theory and evidence from Iowa corn producers
Jacobs, Keri L.; Li, Ziran; Hayes, Dermot J. - In: American journal of agricultural economics 100 (2018) 5, pp. 1450-1468
Persistent link: https://www.econbiz.de/10011959997