Capturing the Risk Premium of Commodity Futures: The Role of Hedging Pressure

Journal of Banking and Finance - Netherlands
doi 10.1016/j.jbankfin.2013.02.031
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Commodity Futures Hedging, Risk Aversion and the Hedging Horizon

European Journal of Finance
EconomicsEconometricsFinance
2015English

Determinants of Hedging and Risk Premia in Commodity Futures Markets

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
1989English

The Impact of Delivery Risk on Optimal Productionand Futures Hedging

Review of Finance
AccountingEconomicsEconometricsFinance
2003English

Risk Premia and Seasonality in Commodity Futures

SSRN Electronic Journal
2016English

Risk Premia and Seasonality in Commodity Futures

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2018English

The Effects of Margin Changes on the Commodity Futures Markets

SSRN Electronic Journal
2012English

Misspecification in Term Structure Models of Commodity Prices: Implications for Hedging Price Risk

2011English

Optimal Hedging in the Futures Market Under Price Uncertainty

Economics Letters
EconomicsFinanceEconometrics
1983English

The Informational Role of Corporate Hedging

Management Science
Management ScienceManagementOperations ResearchStrategy
2018English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy