ASSET STORABILITY AND HEDGING EFFECTIVENESS IN COMMODITY FUTURES MARKETS

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dc.creatorYang, Jian
dc.creatorAwokuse, Titus O.
dc.date2017-04-01T13:56:10Z
dc.date.accessioned2026-07-09T03:15:31Z
dc.descriptionThis paper examines risk minimization hedging effectiveness for major storable and nonstorable agricultural commodity futures markets. Based on the error correction model - bivariate GARCH frameworks, some evidence is found that the hedging effectiveness is stronger for storable commodities than nonstorable commodities under consideration. The finding illustrates an important difference between storable and nonstorable commodities with regard to their hedging function.
dc.identifierdoi:10.22004/ag.econ.15826
dc.identifierhttps://ageconsearch.umn.edu/record/15826/files/sp020003.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/15826
dc.identifier.urihttp://hdl.handle.net/123456789/529361
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/15826
dc.titleASSET STORABILITY AND HEDGING EFFECTIVENESS IN COMMODITY FUTURES MARKETS
dc.typeText

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