Futures minimum variance hedge ratio determination: An ex-ante analysis
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DOI: 10.1016/j.najef.2019.02.002
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References listed on IDEAS
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Cited by:
- Yu, Xing & Li, Yanyan & Lu, Junli & Shen, Xilin, 2023. "Futures hedging in crude oil markets: A trade-off between risk and return," Resources Policy, Elsevier, vol. 80(C).
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Keywords
MVHR; Cost-of-carry; Vasicek; Ex-ante-hedge-ratio;All these keywords.
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