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Basis risk and weather hedging effectiveness

Joshua D. Woodard and Philip Garcia

Agricultural Finance Review, 2008, vol. 68, issue 1, 99-117

Abstract: Keywords: Basis risk, Hedging effectiveness, Spatial aggregation, Weather derivatives

Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:eme:afrpps:v:68:y:2008:i:1:p:99-117

DOI: 10.1108/00214660880001221

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