Efficiency of Hedging Against Fluctuating Prices of Dairy Products
This paper investigates hedging and cross-hedging internationally traded milk derivative products with internationally traded commodities, recently launched New Zealand dairy futures, New Zealand agricultural products, and mature United States dairy market futures. The contribution of the paper is t...
Main Authors: | Jan Koeman, Jędrzej Białkowski |
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Format: | Article |
Language: | English |
Published: |
Tuwhera Open Access Publisher
2015-11-01
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Series: | Applied Finance Letters |
Subjects: | |
Online Access: | https://ojs.aut.ac.nz/applied-finance-letters/article/view/27 |
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