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Ledger provision in hog marketing contracts

Hennessy, David A. (contributor); … - 2003 - [Elektronische Ressource]

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Timing the value-at-risk hedge

Lien, Da-hsiang Donald - In: Research in finance 25 (2009), pp. 333-341

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Downside risk for short long hedgers

Demirer, Rıza; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 12 (2003) 1, pp. 25-44

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Hedging pressure and delivery risk explanations of futures risk premia

Roongsangmanoon, Charnwut; Chen, Andrew H.; Kang, Joseph C. - In: Research in finance 25 (2009), pp. 303-331

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Hedging pressure and delivery risk explanations of futures risk premia

Roongsangmanoon, Charnwut; Chen, Andrew H.; Kang, Joseph; … - In: Research in finance, (pp. 303-331). 2009

Empirical evidence of the hedging pressure risk premium exists only in the futures contracts with delivery-related options. Since hedging pressure is supposed to exist for all futures contracts, the empirical evidence raises an interesting empirical question: whether the hedging pressure risk...

Persistent link: https://www.econbiz.de/10015382692