Browsing Open Access Journal Articles by Subject "dynamic hedge ratio"
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Role of Indian Commodity Derivatives Market in Hedging Price Risk: Estimation of Constant and Dynamic Hedge Ratio, and Hedging Effectiveness
(UNIV INDONESIA, 2011)This paper examines hedging effectiveness of four agricultural (soybean, corn, castor seed and guar seed) and seven non-agricultural (gold, silver, aluminium, copper, zinc, crude oil and, natural gas) futures contracts ...