THE DYNAMIC HEDGING EFFECTIVENESS FOR SOYBEAN FARMERS OF MATO GROSSO WITH FUTURES CONTRACTS OF BM&F
Dynamic hedging effectiveness for soybean farmers in Rondonópolis (MT) with futures contracts of BM&F is calculated through optimal hedge determination, using the bivariate GARCH BEKK model, which considers the conditional correlations of the prices series, comparing the results with the minimum var...
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| 出版年: | Organizações Rurais & Agroindustriais |
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| 主要な著者: | , |
| フォーマット: | Artigo |
| 言語: | Espanhol |
| 出版事項: |
Universidade Federal de Lavras
2010
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| 主題: | |
| オンライン･アクセス: | https://www.redalyc.org/articulo.oa?id=87815121003 |
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