MODELING COMMODITY PRICE DISTRIBUTION AND ESTIMATING THE OPTIMAL FUTURES HEDGE

Richard Baillie and Robert Myers ()

Working Papers from Michigan State - Econometrics and Economic Theory

Keywords: commodity markets; prices; tests; economic models (search for similar items in EconPapers)
Pages: 21 pages
Date: 1989
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Working Paper: MODELING COMMODITY PRICE DISTRIBUTIONS AND ESTIMATING THE OPTIMAL FUTURES HEDGE (1989)
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