J. Risk Financial Manag. 2012, 5(1), 1-19; doi:10.3390/jrfm5010001
Article

A General Empirical Model of Hedging

* email and email
Published: 31 December 2012
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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.
PDF Full-text Download PDF Full-Text [224 KB, uploaded 29 August 2013 17:02 CEST]

Export to BibTeX |
EndNote


MDPI and ACS Style

Alghalith, M.; Lalloob, R. A General Empirical Model of Hedging. J. Risk Financial Manag. 2012, 5, 1-19.

AMA Style

Alghalith M, Lalloob R. A General Empirical Model of Hedging. Journal of Risk and Financial Management. 2012; 5(1):1-19.

Chicago/Turabian Style

Alghalith, Moawia; Lalloob, Ricardo. 2012. "A General Empirical Model of Hedging." J. Risk Financial Manag. 5, no. 1: 1-19.

J. Risk Financial Manag. EISSN 1911-8074 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert