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...
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 |
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