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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
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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.
This is an open access article distributed under the Creative Commons Attribution License (CC BY 3.0).

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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.

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