首页
学术期刊
论文检测
AIGC检测
热点
更多
数据
FUTURES MARKETS AND COMMODITY OPTIONS - HEDGING AND OPTIMALITY IN INCOMPLETE MARKETS
被引:46
|
作者
:
BREEDEN, DT
论文数:
0
引用数:
0
h-index:
0
BREEDEN, DT
机构
:
来源
:
JOURNAL OF ECONOMIC THEORY
|
1984年
/ 32卷
/ 02期
关键词
:
D O I
:
10.1016/0022-0531(84)90055-3
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:275 / 300
页数:26
相关论文
共 50 条
[1]
FUTURES MARKETS, HEDGING AND INTERNATIONAL COMMODITY AGREEMENTS
GEMMILL, G
论文数:
0
引用数:
0
h-index:
0
GEMMILL, G
FOOD POLICY,
1978,
3
(04)
: 313
-
315
[2]
Hedging with futures during nonconvergence in commodity markets
Goswami, Alankrita
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Manitoba, Dept Agribusiness & Agr Econ, Winnipeg, MB, Canada
Univ Manitoba, Dept Agribusiness & Agr Econ, Winnipeg, MB, Canada
Goswami, Alankrita
Karali, Berna
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Georgia, Dept Agr & Appl Econ, Tifton, GA 30602 USA
Univ Manitoba, Dept Agribusiness & Agr Econ, Winnipeg, MB, Canada
Karali, Berna
Adjemian, Michael K.
论文数:
0
引用数:
0
h-index:
0
机构:
Consultant Commod Futures Trading Commiss, Freeport, TX USA
Univ Manitoba, Dept Agribusiness & Agr Econ, Winnipeg, MB, Canada
Adjemian, Michael K.
JOURNAL OF COMMODITY MARKETS,
2023,
32
[3]
Optimal dynamic hedging in incomplete futures markets
Lioui, A
论文数:
0
引用数:
0
h-index:
0
机构:
BAR ILAN UNIV, IL-52100 RAMAT GAN, ISRAEL
Lioui, A
Trong, PND
论文数:
0
引用数:
0
h-index:
0
机构:
BAR ILAN UNIV, IL-52100 RAMAT GAN, ISRAEL
Trong, PND
Poncet, P
论文数:
0
引用数:
0
h-index:
0
机构:
BAR ILAN UNIV, IL-52100 RAMAT GAN, ISRAEL
Poncet, P
GENEVA PAPERS ON RISK AND INSURANCE THEORY,
1996,
21
(01):
: 103
-
122
[4]
Hedging in futures and options markets with basis risk
Mahul, O
论文数:
0
引用数:
0
h-index:
0
机构:
INRA, Dept Econ, F-35011 Rennes, France
INRA, Dept Econ, F-35011 Rennes, France
Mahul, O
JOURNAL OF FUTURES MARKETS,
2002,
22
(01)
: 59
-
72
[5]
DETERMINANTS OF HEDGING AND RISK PREMIA IN COMMODITY FUTURES MARKETS
HIRSHLEIFER, D
论文数:
0
引用数:
0
h-index:
0
HIRSHLEIFER, D
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1989,
24
(03)
: 313
-
331
[6]
Asset storability and hedging effectiveness in commodity futures markets
Yang, J
论文数:
0
引用数:
0
h-index:
0
机构:
Prairie View A&M Univ, Dept Accounting Finance & Informat Syst, Prairie View, TX 77446 USA
Prairie View A&M Univ, Dept Accounting Finance & Informat Syst, Prairie View, TX 77446 USA
Yang, J
Awokuse, TO
论文数:
0
引用数:
0
h-index:
0
机构:
Prairie View A&M Univ, Dept Accounting Finance & Informat Syst, Prairie View, TX 77446 USA
Awokuse, TO
APPLIED ECONOMICS LETTERS,
2003,
10
(08)
: 487
-
491
[7]
US equity and commodity futures markets: Hedging or financialization?
论文数:
引用数:
h-index:
机构:
Duc Khuong Nguyen
论文数:
引用数:
h-index:
机构:
Sensoy, Ahmet
Sousa, Ricardo M.
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Minho, Dept Econ, Braga, Portugal
Univ Minho, Ctr Res Econ & Management NIPE, Braga, Portugal
London Sch Econ & Polit Sci, LSE Alumni Assoc, London, England
IPAG Business Sch, IPAG Lab, Paris, France
Sousa, Ricardo M.
Uddin, Gazi Salah
论文数:
0
引用数:
0
h-index:
0
机构:
Linkoping Univ, Linkoping, Sweden
IPAG Business Sch, IPAG Lab, Paris, France
Uddin, Gazi Salah
ENERGY ECONOMICS,
2020,
86
[8]
Traders' motivation and hedging pressure in commodity futures markets
Bosch, David
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Potsdam, Fac Econ & Social Sci, August Bebel Str 89, D-14482 Potsdam, Germany
Univ Potsdam, Fac Econ & Social Sci, August Bebel Str 89, D-14482 Potsdam, Germany
Bosch, David
论文数:
引用数:
h-index:
机构:
Smimou, K.
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE,
2022,
59
[9]
A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Florence, DISEI, I-50127 Florence, Italy
Univ Florence, DISEI, I-50127 Florence, Italy
Cifarelli, Giulio
Paladino, Giovanna
论文数:
0
引用数:
0
h-index:
0
机构:
LUISS Univ, Dept Econ, I-10156 Turin, Italy
Intesa Sanpaolo, I-10156 Turin, Italy
Univ Florence, DISEI, I-50127 Florence, Italy
Paladino, Giovanna
JOURNAL OF FINANCIAL MARKETS,
2015,
25
: 1
-
15
[10]
Pricing and hedging American options in incomplete markets
Liu, Hsuan-Ku
论文数:
0
引用数:
0
h-index:
0
机构:
Natl Taipei Univ Educ, Taipei, Taiwan
Natl Taipei Univ Educ, Taipei, Taiwan
Liu, Hsuan-Ku
Liu, Ming Long
论文数:
0
引用数:
0
h-index:
0
机构:
Natl Chengchi Univ, Taipei, Taiwan
Natl Taipei Univ Educ, Taipei, Taiwan
Liu, Ming Long
JOURNAL OF MODELLING IN MANAGEMENT,
2009,
4
(01)
: 72
-
82
←
1
2
3
4
5
→