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The optimal hedge ratio in unbiased futures markets

Journal of Futures Markets, 1984
Simon Benninga   +2 more
openaire   +1 more source

Efficiency Market Hypothesis and Optimal Hedge Ratio of the Ethanol Market

2017
The aim of this paper is to study the ethanol price dynamics in the US market and find the optimal hedging strategy. To this end, we first attempt to identify the long-term relationship between ethanol spot prices and the prices of futures contracts on the Chicago Board of Trade (CBOT).
Paris, Anthony, Hache, Emmanuel
openaire   +1 more source

From nurse-to-patient ratio to optimal team composition

Lancet, The, 2021
Antoine Duclos, Claude Guerin
exaly  

Optimal water-cement ratio of cement-stabilized soil

Construction and Building Materials, 2022
Fangtong Wang, Yong Liu
exaly  

Efficiency and Optimal Hedge Ratio of the Ethanol Market in the US

2017
The aim of this paper is to study the ethanol price dynamics in the US market and find the optimal hedging strategy. To this end, we first attempt toidentify the long-term relationship between ethanol spot prices and the prices of futures contracts on the Chicago Board of Trade (CBOT).
Paris, Anthony, Hache, Emmanuel
openaire   +1 more source

Optimal pain management for patients with cancer in the modern era

Ca-A Cancer Journal for Clinicians, 2018
Cardinale B Smith
exaly  

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