- freely available
A General Empirical Model of Hedging
AbstractIn 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.
Share & Cite This Article
Alghalith, M.; Lalloob, R. A General Empirical Model of Hedging. J. Risk Financial Manag. 2012, 5, 1-19.View more citation formats
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.
Notes: Multiple requests from the same IP address are counted as one view.