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Article (Scientific journals)
The Asymmetric Commodity Inventory Effect on the Optimal Hedge Ratio
CARPANTIER, Jean-Francois; Samkharadze, Besik
2013 • In Journal of Futures Markets, 33 (9), p. 868-888
Peer reviewed
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https://hdl.handle.net/10993/12141
DOI
10.1002/fut.21566
 

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Disciplines :
Finance
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
Language :
English
Title :
The Asymmetric Commodity Inventory Effect on the Optimal Hedge Ratio
Publication date :
2013
Journal title :
Journal of Futures Markets
ISSN :
0270-7314
Publisher :
John Wiley & Sons, Inc. - Business, Hoboken, United States - New Jersey
Volume :
33
Issue :
9
Pages :
868-888
Peer reviewed :
Peer reviewed
Available on ORBilu :
since 27 November 2013

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