Dynamic Multiproduct Optimal Hedging in the Soybean Complex: Do Time-Varying correlations provide hedging improvements?

Journal article

Peer reviewed

Barry K Goodwin and Hernan A Tejeda

Applied Economics, Vol.46(27), pp.3312-3322

2014

Metrics

1 Record Views

Title: Dynamic Multiproduct Optimal Hedging in the Soybean Complex: Do Time-Varying correlations provide hedging improvements?
Creators: Barry K Goodwin
Hernan A Tejeda
Publication Details: Applied Economics, Vol.46(27), pp.3312-3322
Identifiers: 996631407501851
Academic Unit: Twin Falls Research and Extension Center; Agricultural Economics and Rural Sociology; Rangeland Center
Language: English
Resource Type: Journal article