HEDGING UNDER PRICE, OUTPUT AND BASIS RISKS: EMPIRICAL ANALYSIS

被引：0

作者：

Alghalith, Moawia ^{[1
]}

Lalloo, Ricardo ^{[1
]}

机构：

[1] Univ West Indies, Dept Econ, St Augustine Campus, St Augustine, Trinidad Tobago

来源：

ANNALS OF FINANCIAL ECONOMICS | 2020年 / 15卷 / 02期

关键词：

Futures markets; hedging; basis risk; output risk; FUTURES;

D O I：

10.1142/S2010495220500086

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper is the first to consider hedging under price, output and basis risks using a general framework. In doing so, it provides significant empirical results pertaining to the US.

引用

页数：7

共 50 条

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