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

A General Empirical Model of Hedging

The University of the West Indies, St. Augustine, Trinidad
* Author to whom correspondence should be addressed.
Published: 31 December 2012
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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.

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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.

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