東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Hedging strategies and price risk: A...

Hunter, Debra R.

FindBook

Google Book

Amazon

博客來

Hedging strategies and price risk: An empirical analysis.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Hedging strategies and price risk: An empirical analysis./
作者:	Hunter, Debra R.
面頁冊數:	150 p.
附註:	Source: Dissertation Abstracts International, Volume: 65-01, Section: A, page: 0203.
Contained By:	Dissertation Abstracts International65-01A.
標題:	Business Administration, Accounting. -
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3118202

Hedging strategies and price risk: An empirical analysis.
Hunter, Debra R.

Hedging strategies and price risk: An empirical analysis. - 150 p.

Source: Dissertation Abstracts International, Volume: 65-01, Section: A, page: 0203.

Thesis (D.B.A.)--Louisiana Tech University, 2004.

This dissertation focused on the use of futures contracts as a hedge against price risk and is motivated by two key questions. First, will daily corn (soybean) futures prices consistently yield higher/lower prices than daily cash spot prices, afSubjects--Topical Terms:

1020666
Business Administration, Accounting.

Hedging strategies and price risk: An empirical analysis.
LDR:01900nmm 2200313 4500 001 1862654
005 20041119083407.5
008 130614s2004 eng d
035 $a (UnM)AAI3118202
035 $a AAI3118202
040 $a UnM $c UnM
100 1 $a Hunter, Debra R. $3 1950197
245 1 0 $a Hedging strategies and price risk: An empirical analysis.
300 $a 150 p.
500 $a Source: Dissertation Abstracts International, Volume: 65-01, Section: A, page: 0203.
500 $a Adviser: Michael Luehlfing.
502 $a Thesis (D.B.A.)--Louisiana Tech University, 2004.
520 $a This dissertation focused on the use of futures contracts as a hedge against price risk and is motivated by two key questions. First, will daily corn (soybean) futures prices consistently yield higher/lower prices than daily cash spot prices, af
520 $a Data consisted of daily futures prices and daily cash spot prices for corn (September/December) and soybean (November/January) contracts for the period 1970 through 2000. These two commodities have the largest futures trading and highest product
520 $a Two primary data analysis techniques were applied. First, price differences were analyzed using a timing model, adjusted for an arbitrage bound. The results from the timing model do not support the null hypothesis that "a time frame does not exi
520 $a Second, the data was analyzed using a mean-variance framework and a logarithmic utility function to determine hedge ratios for corn (soybeans). The calculated hedge ratios do not support the null hypothesis that "a partial hedge will not consist
590 $a School code: 0109.
650 4 $a Business Administration, Accounting. $3 1020666
650 4 $a Economics, Finance. $3 626650
650 4 $a Economics, Agricultural. $3 626648
690 $a 0272
690 $a 0508
690 $a 0503
710 2 0 $a Louisiana Tech University. $3 1018729
773 0 $t Dissertation Abstracts International $g 65-01A.
790 1 0 $a Luehlfing, Michael, $e advisor
790 $a 0109
791 $a D.B.A.
792 $a 2004
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3118202