{"title":"HEDGING UNDER PRICE, OUTPUT AND BASIS RISKS: EMPIRICAL ANALYSIS","authors":"Moawia Alghalith, Ricardo Lalloo","doi":"10.1142/s2010495220500086","DOIUrl":null,"url":null,"abstract":"This paper is the first to consider hedging under price, output and basis risks using a general framework. In doing so, it provides significant empirical results pertaining to the US.","PeriodicalId":43570,"journal":{"name":"Annals of Financial Economics","volume":"1 1","pages":""},"PeriodicalIF":2.0000,"publicationDate":"2020-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annals of Financial Economics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1142/s2010495220500086","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"0","JCRName":"ECONOMICS","Score":null,"Total":0}
引用次数: 0
Abstract
This paper is the first to consider hedging under price, output and basis risks using a general framework. In doing so, it provides significant empirical results pertaining to the US.