The Volatility Spillover Effects and Optimal Hedging Strategy in the Corn Market
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DOI: 10.22004/ag.econ.49453
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- Mallory, Mindy L. & Irwin, Scott H. & Hayes, Dermot J., 2012.
"How market efficiency and the theory of storage link corn and ethanol markets,"
Energy Economics, Elsevier, vol. 34(6), pages 2157-2166.
- Mindy L. Mallory & Dermot J. Hayes & Scott H. Irwin, 2010. "How Market Efficiency and the Theory of Storage Link Corn and Ethanol Markets," Food and Agricultural Policy Research Institute (FAPRI) Publications (archive only) 10-wp517, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Mindy L. Mallory & Dermot J. Hayes & Scott H. Irwin, 2010. "How Market Efficiency and the Theory of Storage Link Corn and Ethanol Markets," Center for Agricultural and Rural Development (CARD) Publications 10-wp517, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Mindy L. Mallory & Dermot J. Hayes & Scott H. Irwin, 2010. "How Market Efficiency and the Theory of Storage Link Corn and Ethanol Markets," Midwest Agribusiness Trade Research and Information Center (MATRIC) Publications (archive only) 10-wp517, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Асатуров К.Г. & Теплова Т.В., 2014. "Построение Коэффициентов Хеджирования Для Высоколиквидных Акций Российского Рынка На Основе Моделей Класса Garch," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 50(1), pages 37-54, январь.
- Mallory, Mindy L. & Irwin, Scott H. & Hayes, Dermot J., 2012. "How Market Efficiency and the Theory of Storage Link Corn and Ethanol Markets Energy Economics," ISU General Staff Papers 201211010700001537, Iowa State University, Department of Economics.
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Keywords
Risk and Uncertainty;NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2009-05-16 (Energy Economics)
- NEP-RMG-2009-05-16 (Risk Management)
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