A General Empirical Model of Hedging

A General Empirical Model of Hedging

In this paper, we treat output as a decision variable. Moreover, we employ a general form of basis risk. Furthermore, we relax the statistical-independence assumption between the spot price and basis risk.

Bibliographic Details
Main Authors: Moawia Alghalith, Ricardo Lalloob
Format: Article
Language:English
Published: MDPI AG 2012-12-01
Series:Journal of Risk and Financial Management
Subjects:
n/a
Online Access:http://www.mdpi.com/1911-8074/5/1/1
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spelling doaj-5b105df022104716be1deb193133cff22020-11-25T01:06:53ZengMDPI AGJournal of Risk and Financial Management1911-80661911-80742012-12-015111910.3390/jrfm5010001A General Empirical Model of HedgingMoawia AlghalithRicardo LalloobIn this paper, we treat output as a decision variable. Moreover, we employ a general form of basis risk. Furthermore, we relax the statistical-independence assumption between the spot price and basis risk.http://www.mdpi.com/1911-8074/5/1/1n/a
collection DOAJ
language English
format Article
sources DOAJ
author Moawia Alghalith
Ricardo Lalloob
spellingShingle Moawia Alghalith
Ricardo Lalloob
A General Empirical Model of Hedging
Journal of Risk and Financial Management
n/a
author_facet Moawia Alghalith
Ricardo Lalloob
author_sort Moawia Alghalith
title A General Empirical Model of Hedging
title_short A General Empirical Model of Hedging
title_full A General Empirical Model of Hedging
title_fullStr A General Empirical Model of Hedging
title_full_unstemmed A General Empirical Model of Hedging
title_sort general empirical model of hedging
publisher MDPI AG
series Journal of Risk and Financial Management
issn 1911-8066
1911-8074
publishDate 2012-12-01
description In this paper, we treat output as a decision variable. Moreover, we employ a general form of basis risk. Furthermore, we relax the statistical-independence assumption between the spot price and basis risk.
topic n/a
url http://www.mdpi.com/1911-8074/5/1/1
work_keys_str_mv AT moawiaalghalith ageneralempiricalmodelofhedging
AT ricardolalloob ageneralempiricalmodelofhedging
AT moawiaalghalith generalempiricalmodelofhedging
AT ricardolalloob generalempiricalmodelofhedging
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