The Asymmetric Commodity Inventory Effect on the Optimal Hedge Ratio

Reference : The Asymmetric Commodity Inventory Effect on the Optimal Hedge Ratio


	Document type :	Scientific journals : Article
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/12141

Title :	The Asymmetric Commodity Inventory Effect on the Optimal Hedge Ratio
Language :	English
Author, co-author :	Carpantier, Jean-Francois [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA) >]
	Samkharadze, Besik [Université Catholique de Louvain - UCL > CORE]
Publication date :	2013
Journal title :	Journal of Futures Markets
Publisher :	John Wiley & Sons, Inc. - Business
Volume :	33
Issue/season :	9
Pages :	868-888
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
ISSN :	0270-7314
City :	Hoboken
Country :	NJ
Target :	Researchers
Permalink :	http://hdl.handle.net/10993/12141

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Limited access	THE ASSYMETRIC COMMODITY INVENTORY EFFECT ON THE OPTIMAL HEDGE RATIO.pdf		Author postprint	2.01 MB	Request a copy

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