Role of Indian Commodity Derivatives Market in Hedging Price Risk: Estimation of Constant and Dynamic Hedge Ratio, and Hedging Effectiveness
This paper examines hedging effectiveness of four agricultural (soybean, corn, castor seed and guar seed) and seven non-agricultural (gold, silver, aluminium, copper, zinc, crude oil...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Indonesia
2014-08-01
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| Series: | Indonesian Capital Market Review |
| Online Access: | http://journal.ui.ac.id/index.php/icmr/article/view/3624 |