Open AccessRole of Indian Commodity Derivatives Market in Hedging Price Risk: Estimation of Constant and Dynamic Hedge Ratio, and Hedging Effectiveness
Author(s) -
B. Rajesh Kumar,
Ajay Pandey
Publication year - 2014
Publication title -
indonesian capital market review
Language(s) - English
Resource type - Journals
eISSN - 2356-3818
pISSN - 1979-8997
DOI - 10.21002/icmr.v3i1.3624
Subject(s) - hedge , economics , commodity , constant (computer programming) , financial economics , econometrics , estimation , derivatives market , emerging markets , price risk , futures contract , computer science , macroeconomics , finance , ecology , management , biology , programming language