Optimum futures hedge in the presence of clustered supply and demand shocks, stochastic basis, and firm's costs of hedging

2003 ◽  
Vol 23 (12) ◽  
pp. 1209-1237 ◽  
Author(s):  
Carolyn W. Chang ◽  
Jack S. K. Chang
2021 ◽  
Vol 45 (4) ◽  
pp. 459-493
Author(s):  
Lovorka Grguric ◽  
◽  
Ozana Nadoveza Jelic ◽  
Nina Pavic ◽  
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...  

2008 ◽  
Vol 17 (5) ◽  
pp. 765-793 ◽  
Author(s):  
S. du Plessis ◽  
B. Smit ◽  
F. Sturzenegger

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