Determinants of Hedging and Risk Premia in Commodity Futures Markets

Journal of Financial and Quantitative Analysis - United Kingdom
doi 10.2307/2330814
Full Text
Abstract

Available in full text

Date
Authors
Publisher

JSTOR

Related search

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

Commodity Futures Hedging, Risk Aversion and the Hedging Horizon

European Journal of Finance
EconomicsEconometricsFinance
2015English

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

Journal of Banking and Finance
EconomicsEconometricsFinance
2013English

Dynamic Welfare Analysis and Commodity Futures Markets Overshooting

1991English

Three Essays on Commodity Futures and Options Markets

English

Currency Risk Premia in Global Stock Markets

IMF Working Papers
2006English

The Efficacy of Financial Futures as a Hedging Tool in Electricity Markets

International Journal of Finance and Economics
AccountingEconomicsEconometricsFinance
2018English

The Effects of Margin Changes on the Commodity Futures Markets

SSRN Electronic Journal
2012English

Amanote Research

Note-taking for researchers

Follow Amanote

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

Privacy PolicyRefund Policy