Related Books
Language: en
Pages:
Pages:
Type: BOOK - Published: 2008 - Publisher:
This paper examines the determinants of commodity futures hedging and of risk premia arising from covariation of the futures price with stock market returns, an
Language: en
Pages: 56
Pages: 56
Type: BOOK - Published: 2013 - Publisher:
Using proprietary energy futures position data, we provide evidence that mean hedger profits are negative while speculator (especially hedge fund) profits are p
Language: en
Pages: 32
Pages: 32
Type: BOOK - Published: 1990-12-01 - Publisher: International Monetary Fund
This paper undertakes an econometric investigation into the presence of risk premium in commodity futures markets. The statistical tests are derived from a form
Language: en
Pages: 52
Pages: 52
Type: BOOK - Published: 1990 - Publisher:
Language: en
Pages: 80
Pages: 80
Type: BOOK - Published: 2013-11-12 - Publisher: GRIN Verlag
Master's Thesis from the year 2013 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,7, University of Mannheim, lang