Next Article in Journal
Stock Returns and Risk: Evidence from Quantile
Previous Article in Journal
Multiperiod Hedging using Futures: Mean Reversion and the Optimal Hedging Path
J. Risk Financial Manag. 2012, 5(1), 1-19; doi:10.3390/jrfm5010001

A General Empirical Model of Hedging

*  and
Published: 31 December 2012
Download PDF [224 KB, uploaded 29 August 2013]
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 which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Export to BibTeX |

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