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Effectiveness of dual hedging with price and yield futures
Author(s) -
Li DongFeng,
Vukina Tomislav
Publication year - 1998
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(199808)18:5<541::aid-fut3>3.0.co;2-b
Subject(s) - futures contract , citation , state (computer science) , agricultural experiment station , yield (engineering) , agricultural economics , library science , economics , agriculture , geography , archaeology , mathematics , financial economics , computer science , physics , algorithm , thermodynamics