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Hedging
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Carpantier, Jean-François
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Samkharadze, Besik
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CORE discussion papers : DP
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ECONIS (ZBW)
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Anything but gold : the golden constant revisited
Carpantier, Jean-François
-
2020
-
Version 20 October 2020
Persistent link: https://www.econbiz.de/10012429798
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2
Anything but gold - the golden constant revisited
Carpantier, Jean-François
- In:
Journal of commodity markets
24
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013392392
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3
The asymmetric commodity inventory effect on the optimal hedge ratio
Carpantier, Jean-François
;
Samkharadze, Besik
- In:
The journal of futures markets
33
(
2013
)
9
,
pp. 868-888
Persistent link: https://www.econbiz.de/10009779061
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4
The asymmetric commodity inventory effect on the optimal hedge ratio
Carpantier, Jean-François
;
Samkharadze, Besik
-
2012
Persistent link: https://www.econbiz.de/10009540936
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