HEDGING UNDER PRICE, OUTPUT AND BASIS RISKS: EMPIRICAL ANALYSIS

Moawia Alghalith and Ricardo Lalloo ()
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Moawia Alghalith: Department of Economics, The University of the West Indies, St. Augustine Campus, St. Augustine, Trinidad and Tobago
Ricardo Lalloo: Department of Economics, The University of the West Indies, St. Augustine Campus, St. Augustine, Trinidad and Tobago

Annals of Financial Economics (AFE), 2020, vol. 15, issue 02, 1-7

Abstract: 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.

Keywords: Futures markets; hedging; basis risk; output risk (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1142/S2010495220500086

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