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A note on utility‐based futures hedging performance measure

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  • Donald Lien

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  • Donald Lien, 2012. "A note on utility‐based futures hedging performance measure," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(1), pages 92-97, January.
    • Handle: RePEc:wly:jfutmk:v:32:y:2012:i:1:p:92-97
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    Cited by:

    1. Sendhil, R. & Ramasundaram, P., 2014. "Performance and Relevance of Wheat Futures Market in India – An Exploratory Analysis," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 174839, Agricultural and Applied Economics Association.
    2. Jules Sadefo Kamdem & Zoulkiflou Moumouni, 2020. "Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(3), pages 631-655, September.
    3. Cotter, John & Hanly, Jim, 2015. "Performance of utility based hedges," Energy Economics, Elsevier, vol. 49(C), pages 718-726.
    4. Zoulkiflou Moumouni & Jules Sadefo-Kamdem, 2019. "New models of commodity risk hedging according to the behavior of economic decision-makers or Rollover Strategies," Working Papers hal-02417459, HAL.

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