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Hedging mean-reverting commodities - MaRDI portal

Hedging mean-reverting commodities (Q5851041)

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scientific article; zbMATH DE number 5660876
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English
Hedging mean-reverting commodities
scientific article; zbMATH DE number 5660876

    Statements

    title
    Hedging mean-reverting commodities (English)
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    author
    Udo Broll
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    Ephraim Clark
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    Elmar Lukas
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    publication date
    21 January 2010
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    zbMATH Keywords
    commodity price risk
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    hedging
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    mean reverting
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    Identifiers

    DOI
    10.1093/imaman/dpp013
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    zbMATH DE Number
    5660876
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    OpenAlex ID
    W3123400712
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