𝔖 Bobbio Scriptorium
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Long-term environmental risks

✍ Scribed by W. Kip Viscusi


Book ID
104736270
Publisher
Springer
Year
1990
Tongue
English
Weight
291 KB
Volume
3
Category
Article
ISSN
0895-5646

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Hedging long-term commodity risk
✍ Yulia V. Veld-Merkoulova; Frans A. de Roon πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 177 KB πŸ‘ 1 views

## Abstract This study focuses on the problem of hedging longer‐term commodity positions, which often arises when the maturity of actively traded futures contracts on this commodity is limited to a few months. In this case, using a rollover strategy results in a high residual risk, which is related