## Abstract This article analyzes the effects of the length of hedging horizon on the optimal hedge ratio and hedging effectiveness using 9 different hedging horizons and 25 different commodities. We discuss the concept of shortβ and longβrun hedge ratios and propose a technique to simultaneously e
β¦ LIBER β¦
Hedge ratios and basis behavior: An intuitive insight?
β Scribed by Carl E. Shafer
- Publisher
- John Wiley and Sons
- Year
- 1993
- Tongue
- English
- Weight
- 682 KB
- Volume
- 13
- Category
- Article
- ISSN
- 0270-7314
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