Efektivitas Hedging Kontrak Futures Komoditi Emas Dengan OLEIN
This research is for comparing hedging effectiveness in gold and olein commodity. Using Ordinary Least Square (OLS) model to determine the hedge ratio, it’s found that olein hedge ratio is bigger than gold hedge ratio. The value of olein hedge ratio is bigger than gold hedge ratio indicate that to e...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Airlangga
2011-08-01
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| Series: | Jurnal Manajemen Teori dan Terapan |
| Online Access: | https://e-journal.unair.ac.id/JMTT/article/view/2420 |