A Dynamic Minimum Variance Hedge
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Other versions of this item:
- Sergio H. Lence & Kevin L. Kimle & Marvin L. Hayenga, 1993. "A Dynamic Minimum Variance Hedge," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 75(4), pages 1063-1071.
- Lence, Sergio H. & Kimle, Kevin & Hayenga, Marvin L., 1993. "A Dynamic Minimum Variance Hedge," Staff General Research Papers Archive 10833, Iowa State University, Department of Economics.
Citations
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Cited by:
- Chen, Ren-Raw & Leistikow, Dean & Wang, Andrew, 2020. "Futures minimum variance hedge ratio determination: An ex-ante analysis," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Lai, Jing-Yi & Myers, Robert J. & Hanson, Steven D., 2003. "Optimal On-Farm Grain Storage by Risk-Averse Farmers," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(3), pages 1-22, December.
- Lai, Jing-Yi & Myers, Robert J. & Hanson, Steven D., 2001. "Optimal Post-Harvest Grains Storage By Risk Averse Farmers," Staff Paper Series 11739, Michigan State University, Department of Agricultural, Food, and Resource Economics.
- Regmund, Wes & Robinson, John & Anderson, David, "undated". "Higher and More Stable Returns From Cottonseed," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252813, Southern Agricultural Economics Association.
- Wang, Qizhi & Chidmi, Benaissa, 2009. "Cotton Price Risk Management across Different Countries," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46762, Southern Agricultural Economics Association.
- Lence, Sergio H., 1996.
"Relaxing The Assumptions Of Minimum-Variance Hedging,"
Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 21(1), pages 1-17, July.
- Lence, Sergio H, 1996. "Relaxing the Assumptions of Minimum-Variance Hedging," ISU General Staff Papers 199601010800001039, Iowa State University, Department of Economics.
- Lence, Sergio H., 1996. "Relaxing the Assumptions of Minimum-Variance Hedging," Staff General Research Papers Archive 5156, Iowa State University, Department of Economics.
- Michael S. Haigh & Matthew T. Holt, 2002.
"Combining time-varying and dynamic multi-period optimal hedging models,"
European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 29(4), pages 471-500, December.
- Haigh, Michael S. & Holt, Matthew T., 2002. "Combining Time-Varying And Dynamic Multi-Period Optimal Hedging Models," Working Papers 28593, University of Maryland, Department of Agricultural and Resource Economics.
- Hyun Seok Kim & B. Wade Brorsen, 2012. "Can real option values explain apparent storage at a loss?," Applied Economics, Taylor & Francis Journals, vol. 44(16), pages 2081-2090, June.
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