Application of futures in calculating optimal hedge ratio in crude oil market: Comparison between static and dynamic approaches
Futures are used as the most important risk hedge tools to reduce the risk of the crude oil market. The optimal hedging risk strategy is determined by calculating the optimal hedging risk ratio. It is important to determine the relationship between the time series of spot prices and futures in calcu...
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| Główni autorzy: | , , , |
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| Format: | Artigo |
| Język: | Persa |
| Wydane: |
Semnan University
2020-05-01
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| Seria: | مدلسازی اقتصادسنجی |
| Hasła przedmiotowe: | |
| Dostęp online: | https://jem.semnan.ac.ir/article_4561_16c86add76b1628e13ce9ddbe842dce3.pdf |
| Etykiety: |
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