The Hedging Effectiveness of ECU Futures Contracts: Forecasting Evidence from an Error Correction Model
โ Scribed by Asim Ghosh
- Book ID
- 119856487
- Publisher
- John Wiley and Sons
- Year
- 1995
- Tongue
- English
- Weight
- 689 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0732-8516
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
An error correction model was fitted to monthly data on net retail gasoline prices for the U.K. and the U.S.A. over the period January 1980-June 1996 in order to examine the short-run response of gasoline prices to changes in crude oil costs and exchange rate. The hypothesis of a symmetric response
The effects of the proposed reduction in the excise tax on gasoline and diesel fuel on the US economy are investigated. Composed of 14 producing sectors, 14 consuming sectors, six household categories classified by income and a government, a computable general equilibrium model is employed. The effe