A note on output hedging with basis risk- an extension of Paroush and Wolf hedging model

Moawia Alghalith ()
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Moawia Alghalith: St Andrews University

Economics Bulletin, 2005, vol. 4, issue 15, 1-6

Abstract: We extend the model of Paroush and Wolf by using a general utility and general distributions.

Keywords: hedging (search for similar items in EconPapers)
JEL-codes: D8 (search for similar items in EconPapers)
Date: 2005-12-12
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