The optimal hedge ratio for hedging against price risk related to a cash position of a commodity

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Journal ISSN
Volume Title
Informaatio- ja luonnontieteiden tiedekunta | Bachelor's thesis
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Date
2008
Department
Major/Subject
Tuotantotalous
Mcode
TU3009
Degree programme
Tuotantotalouden tutkinto-ohjelma (TUO)
Language
en
Pages
25 s.
Series
Description
Supervisor
Järvenpää, Eila
Thesis advisor
Jääskeläinen, Mikko
Keywords
commodity, optimal hedge ratio, minimum variance hedge, futures, Cash position, Regression
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