The Asymmetric Commodity Inventory Effect on the Optimal Hedge Ratio

Jean-François Carpantier and Besik Samkharadze

Journal of Futures Markets, 2013, vol. 33, issue 9, 868-888

Date: 2013
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Working Paper: The asymmetric commodity inventory effect on the optimal hedge ratio (2013)
Working Paper: The Asymmetric Commodity Inventory Effect on the Optimal Hedge Ratio (2013)
Working Paper: The asymmetric commodity inventory effect on the optimal hedge ratio (2012)
Working Paper: The asymmetric commodity inventory effect on the optimal hedge ratio (2012)
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