Optimal Hedging Ratios for Wheat and Barley at the LIFFE: A GARCH Approach

Journal of Agricultural Economics

Volumn 51, Issue 2, 2000, Pages 147-161

  Dawson, P J ^a   Tiffin, A L ^a   White, B ^a,b  

^a NEWCASTLE UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0344216066     PISSN: 0021857X     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1477-9552.2000.tb01220.x     Document Type: Article

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