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

A General Empirical Model of Hedging

*  and
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.
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.

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

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