Hedging against bunker price fluctuations using petroleum futures contracts: Constant versus time-varying hedge ratios

Applied Economics

Volumn 36, Issue 12, 2004, Pages 1337-1353

  Alizadeh, Amir H ^a   Kavussanos, Manolis G ^b   Menachof, David A ^a  

^a CITY UNIVERSITY   (United Kingdom)

^b ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

[No Author keywords available]

Indexed keywords

COMMODITY MARKET; CRUDE OIL; MARKET CONDITIONS; PETROLEUM; PRICE DYNAMICS;

EID: 3543075256     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/0003684042000176801     Document Type: Article

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