頁籤選單縮合
題 名 | The Hedging Performance of Commodity Futures in India: An Empirical Study on Some Agricultural Commodities |
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作 者 | Das, J. K.; Chakraborty, Gourab; | 書刊名 | International Journal of Information, Business and Management |
卷 期 | 7:3 2015.08[民104.08] |
頁 次 | 頁162-190 |
分類號 | 561.76 |
關鍵詞 | Basis risk; Commodity futures; Futures returns; Hedging effectiveness; Optimal hedge ratio; Ordinary least square model; Price risk; Spot returns; |
語 文 | 英文(English) |