Rocha, Waldemar Antonio da; Caldarelli, Carlos Eduardo - In: Organizacoes Rurais e Agroindustriais/Rural and … 12 (2010) 1
Dynamic hedging effectiveness for soybean farmers in Rondonópolis (MT) with futures contracts of BM&F is calculated through optimal hedge determination, using the bivariate GARCH BEKK model, which considers the conditional correlations of the prices series, comparing the results with the...