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Publikováno v:
Journal of Southern Agriculture; 2016, Vol. 47 Issue 5, p705-709, 5p
Autor:
Yen-Chen Liu, 劉彥珍
94
This paper examines the effectiveness of hedging crude oil price fluctuations using crude oil futures contracts traded at the New York Mercantile Exchange (NYMEX). On the framework of mean-variance objective, we define the optimal hedge ratio
This paper examines the effectiveness of hedging crude oil price fluctuations using crude oil futures contracts traded at the New York Mercantile Exchange (NYMEX). On the framework of mean-variance objective, we define the optimal hedge ratio
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/67893240251475205145