MODELING COMMODITY PRICE DISTRIBUTIONS AND ESTIMATING THE OPTIMAL FUTURES HEDGE

Richard Baillie and Robert Myers ()

Working Papers from Columbia - Center for Futures Markets

Keywords: commodity prices; market; economic models (search for similar items in EconPapers)
Pages: 29 pages
Date: 1989
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Citations: View citations in EconPapers (6)

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Working Paper: MODELING COMMODITY PRICE DISTRIBUTION AND ESTIMATING THE OPTIMAL FUTURES HEDGE (1989)
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