A General Empirical Model of Hedging

Moawia Alghalith and Ricardo Lalloob
Additional contact information
Moawia Alghalith: The University of the West Indies, St. Augustine, Trinidad
Ricardo Lalloob: The University of the West Indies, St. Augustine, Trinidad

JRFM, 2012, vol. 5, issue 1, 1-19

Abstract: In this paper, we treat output as a decision variable. Moreover, we employ a general form of basis risk. Furthermore, we relax the statistical-independence assumption between the spot price and basis risk.

Keywords: n/a (search for similar items in EconPapers)
JEL-codes: C E F2 F3 G (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.mdpi.com/1911-8074/5/1/1/pdf (application/pdf)
https://www.mdpi.com/1911-8074/5/1/1/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:1-19:d:28407

Access Statistics for this article

JRFM is currently edited by Ms. Chelthy Cheng

More articles in JRFM from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().