{"title":"价格、产量和基差风险下的套期保值:实证分析","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":"{\"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}","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}
HEDGING UNDER PRICE, OUTPUT AND BASIS RISKS: EMPIRICAL ANALYSIS
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.
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