Determining the effectiveness of optimal time-varying hedge ratios for cattle feeders under multiproduct and single commodity settings
Year of publication: |
2014
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Authors: | Tejeda, Hernan ; Feuz, Dillon M. |
Published in: |
Agricultural finance review. - Bingley : Emerald, ISSN 0002-1466, ZDB-ID 431172-3. - Vol. 74.2014, 2, p. 217-235
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Subject: | Feedlot operators | Multiproduct optimal hedging | Regime-switching models | Time-varying hedge ratios | Hedging | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Theorie | Theory |
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