The volatility race in Commodities : The optimal hedge ratio in Copper, Gold, Oil and Cotton
Introduction: Companies that are dependent on different commodities as input or output are exposed to price risk in these commodities. The price changes can be expressed as volatility and higher volatility results in higher risk. Hedging the commodity contracts with futures can offset this risk. One...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
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Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi
2005
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-88 |