Cross Hedging with Commodity Futures in China

碩士 === 淡江大學 === 財務金融學系碩士班 === 99 === This study primarily examines the cross-hedging performance with the most actively traded contract, soybean oil futures on Dalian Commodity Exchange. Unlike previous studies, we constructed two market indices for agribusiness companies listed on the Sh...

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Bibliographic Details
Main Authors: Yu-Ju Cheng, 鄭郁儒
Other Authors: Chien-Liang Chiu
Format: Others
Language:en_US
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/42576684723308609356