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Hedging and Joint Production: Theory and Illustrations.. (1980). Danthine, Jean-Pierre ; Anderson, Ronald W.
In: Journal of Finance.
RePEc:bla:jfinan:v:35:y:1980:i:2:p:487-98.

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  1. Are important phenomena of joint production still being neglected by economic theory? A review of recent literature. (2023). Souren, Rainer ; Dyckhoff, Harald.
    In: Journal of Business Economics.
    RePEc:spr:jbecon:v:93:y:2023:i:6:d:10.1007_s11573-022-01109-5.

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  2. Composite jet fuel cross-hedging. (2023). Conlon, Thomas ; Cao, Min.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000289.

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  3. Dynamic optimal hedge ratio design when price and production are stochastic with jump. (2022). Aime, Fono Louis ; Jules, Sadefo Kamdem ; Gaston, Nyassoke Titi.
    In: Annals of Finance.
    RePEc:kap:annfin:v:18:y:2022:i:3:d:10.1007_s10436-022-00410-1.

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  4. The opportunity cost of hedging under incomplete information: Evidence from ETF/Ns. (2021). Simaan, Majeed ; Cui, Zhenyu.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:11:p:1775-1796.

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  5. .

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  6. Characterizing the hedging policies of commodity price‐sensitive corporations. (2020). Boroumand, Raphael H ; Ronn, Ehud I ; Goutte, Stephane.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:40:y:2020:i:8:p:1264-1281.

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  7. On the Inefficiency of Forward Markets in Leader–Follower Competition. (2020). Wierman, Adam ; Agarwal, Anish ; Cai, Desmond.
    In: Operations Research.
    RePEc:inm:oropre:v:68:y:2020:i:1:p:35-52.

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  8. Optimal hedging under biased energy futures markets. (2020). Torro, Hipolit ; Furio, Dolores.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s014098832030089x.

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  9. How to hedge if the payment date is uncertain?. (2019). Merz, Alexander ; Korn, Olaf.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:39:y:2019:i:4:p:481-498.

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  10. Dynamic Optimal Hedge Ratio Design when Price and Production are stochastic with Jump. (2019). SADEFO, Jules ; Fono, Louis Aime ; Gaston, Nyassoke Titi.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02417401.

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  11. The optimal derivative-based corporate hedging strategies under equity-linked managerial compensation. (2019). Akron, Sagi.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:41:y:2019:i:c:s1566014118300013.

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  12. Managing earnings risk under SFAS 133/IAS 39: the case of cash flow hedges. (2018). Frestad, Dennis.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:51:y:2018:i:1:d:10.1007_s11156-017-0667-4.

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  13. An Equilibrium Model for Spot and Forward Prices of Commodities. (2018). Anthropelos, Michail ; Papapantoleon, Antonis ; Kupper, Michael.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:43:y:2018:i:1:p:152-180.

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  14. An equilibrium model for spot and forward prices of commodities. (2017). Anthropelos, Michail ; Papapantoleon, Antonis ; Kupper, Michael.
    In: Papers.
    RePEc:arx:papers:1502.00674.

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  15. An Empirical Evaluation of Hedging Effectiveness of Crude Palm Oil Futures Market in Malaysia. (2017). Islam, Mohd Aminul .
    In: International Journal of Economics and Financial Research.
    RePEc:arp:ijefrr:2017:p:303-314.

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  16. How to hedge if the payment date is uncertain?. (2016). Korn, Olaf ; Merz, Alexander .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0714r.

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  17. Futures prices, trade and domestic supply of agricultural commodities. (2015). Mendez Parra, Maximiliano.
    In: Economics PhD Theses.
    RePEc:sus:susphd:0115.

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  18. Production and hedging implications of executive compensation schemes. (2013). Akron, Sagi ; Benninga, Simon.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:19:y:2013:i:c:p:119-139.

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  19. Consumption and Hedging in Oil†Importing Developing Countries. (2012). Casassus, Jaime ; Aldunate, Felipe.
    In: European Financial Management.
    RePEc:bla:eufman:v:18:y:2012:i:5:p:896-928.

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  20. Do USDA Announcements Affect Comovements Across Commodity Futures Returns?. (2012). Karali, Berna.
    In: Journal of Regional Analysis and Policy.
    RePEc:ags:jrapmc:122315.

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  21. Do USDA Announcements Affect Comovements Across Commodity Futures Returns?. (2012). Karali, Berna.
    In: Journal of Agricultural and Resource Economics.
    RePEc:ags:jlaare:122315.

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  22. Limits to Arbitrage and Hedging: Evidence from Commodity Markets. (2011). Ramadorai, Tarun ; Acharya, Viral ; Lochstoer, Lars A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16875.

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  23. Dynamic Hedging in Incomplete Markets: A Simple Solution. (2011). Basak, Suleyman ; Chabakauri, Georgy .
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp680.

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  24. Dynamic Hedging in Incomplete Markets: A Simple Solution. (2011). Basak, Suleyman ; Chabakauri, Georgy .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8402.

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  25. Commodity Booms and Busts. (2011). Rausser, Gordon ; Carter, Colin ; Smith, Aaron.
    In: Annual Review of Resource Economics.
    RePEc:anr:reseco:v:3:y:2011:p:87-118.

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  26. Hedge Ratios in South African Stock Index Futures. (2010). Floros, Christos ; Degiannakis, Stavros.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:9:y:2010:i:3:p:285-304.

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  27. Hedge Ratios in South African Stock Index Futures. (2010). Floros, Christos ; Degiannakis, Stavros.
    In: MPRA Paper.
    RePEc:pra:mprapa:96301.

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  28. Consumption and Hedging in Oil Importing Developing Countries. (2010). Casassus, Jaime ; Aldunate, Felipe.
    In: Documentos de Trabajo.
    RePEc:ioe:doctra:376.

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  29. Hedging price risk when payment dates are uncertain. (2009). Korn, Olaf .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0714.

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  30. Dynamic Hedging in Incomplete Markets: A Simple Solution. (2009). Basak, Suleyman ; Chabakauri, Georgy .
    In: 2009 Meeting Papers.
    RePEc:red:sed009:594.

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  31. Inventory and Transformation Hedging Effectiveness in Corn Crushing. (2009). Dahlgran, Roger A..
    In: Journal of Agricultural and Resource Economics.
    RePEc:ags:jlaare:50081.

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  32. The effectiveness of dynamic hedging: evidence from selected European stock index futures. (2008). Sultan, Jahangir ; Hasan, Mohammad.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:14:y:2008:i:6:p:469-488.

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  33. Farm Risk Management Between Normal Business Risk and Climatic/Market Shocks. (2008). Cordier, Jean ; anonymous, .
    In: 108th Seminar, February 8-9, 2008, Warsaw, Poland.
    RePEc:ags:eaa108:48105.

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  34. Inventory and Transformation Hedging Effectiveness in Corn Crushing. (2007). Dahlgran, Roger A..
    In: 2007 Conference, April 16-17, 2007, Chicago, Illinois.
    RePEc:ags:nccsci:37557.

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  35. Futures for farmers: Hedging participation and the Mexican corn scheme. (2006). Benavides, G. ; Snowden, P..
    In: Journal of Development Studies.
    RePEc:taf:jdevst:v:42:y:2006:i:4:p:698-712.

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  36. Cross Hedging with Single Stock Futures. (2005). Davies, Ryan ; Brooks, Chris ; Kim, Sang Soo .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2004-15.

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  37. Optimal Hedging with a Subjective View: An Empirical Bayesian Approach. (2005). Irwin, Scott ; Shi, Wei.
    In: American Journal of Agricultural Economics.
    RePEc:oup:ajagec:v:87:y:2005:i:4:p:918-930.

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  38. Futures for farmers: hedging participation and the Mexican corn scheme. (2005). Benavides, G ; Snowden, P N.
    In: Working Papers.
    RePEc:lan:wpaper:563432.

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  39. Hedging Cash Flows from Commodity Processing. (2005). Dahlgran, Roger A..
    In: 2005 Conference, April 18-19, 2005, St. Louis, Missouri.
    RePEc:ags:ncrfiv:19046.

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  40. A Bayesian Implementation of the Standard Optimal Hedging Model: Parameter Estimation Risk and Subjective Views. (2005). Irwin, Scott ; Shi, Wei.
    In: 2005 Annual meeting, July 24-27, Providence, RI.
    RePEc:ags:aaea05:19155.

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  41. Essays on optimal hedging and investment strategies and on derivative pricing. (2004). van den Goorbergh, Rob ; van den Goorbergh, R. W. J., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:4b4b16af-8621-463f-bbfa-0e2f1ebd1c04.

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  42. Hedge ratios in Greek stock index futures market. (2004). Vougas, Dimitrios ; Floros, Christos.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:15:p:1125-1136.

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  43. Alternative settlement methods and Australian individual share futures contracts. (2004). Yang, Li ; Lien, Donald.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:14:y:2004:i:5:p:473-490.

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  44. Economic Hedging Portfolios. (2003). Werker, B. J. M., ; de Roon, F A ; van den Goorbergh, R. W. J., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:c9461c14-c6d6-425f-8395-9ba93a21e3a5.

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  45. Economic Hedging Portfolios. (2003). Werker, Bas ; van den Goorbergh, Rob ; de Roon, F. A. ; Werker, B. J. M., ; van den Goorbergh, R. W. J., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:c9461c14-c6d6-425f-8395-9ba93a21e3a5.

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  46. A Hedging Strategy for New Zealand’s Exporters in Transaction Exposure to Currency Risk. (2003). McGraw, Patricia A. ; Chan, Kam Fong ; Gan, Christopher.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:7:y:2003:i:1-2:p:25-54.

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  47. Assurance et finance agricoles. Une approche descriptive et comparative. (2002). Phélippé-Guinvarc'h, Martial ; Cordier, Jean ; Guinvarch, Martial .
    In: Économie rurale.
    RePEc:prs:recoru:ecoru_0013-0559_2002_num_272_1_5362.

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  48. Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets. (2002). Bessembinder, Hendrik.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:57:y:2002:i:3:p:1347-1382.

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  49. INVENTORY AND TRANSFORMATION RISKS IN SOYBEAN PROCESSING. (2002). Dahlgran, Roger A..
    In: 2002 Conference, April 22-23, 2002, St. Louis, Missouri.
    RePEc:ags:ncrtwo:19054.

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  50. Introducing new futures contracts: reinforcement versus cannibalism. (2001). Pennings, Joost ; Pennings, Joost M. E., ; Leuthold, Raymond M. ; Pennings, Joost M. E., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:20:y:2001:i:5:p:659-675.

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  51. Futures Exchange Innovations: Reinforcement versus Cannibalism. (1999). Pennings, Joost ; Leuthold, Raymond M..
    In: Finance.
    RePEc:wpa:wuwpfi:9905003.

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  52. Commodity Futures Contract Viability: A Multidisciplinary Approach. (1999). Pennings, Joost ; Leuthold, Raymond M..
    In: Finance.
    RePEc:wpa:wuwpfi:9905002.

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  53. OPTIMAL HEDGING STRATEGIES FOR THE U.S. CATTLE FEEDER. (1999). Noussinov, Mikhail A. ; Leuthold, Raymond M..
    In: Journal of Agribusiness.
    RePEc:ags:jloagb:14679.

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  54. Optimal Hedging Strategies for the U.S. Cattle Feeder. (1998). Noussinov, Mikhail A. ; Leuthold, Raymond M..
    In: Finance.
    RePEc:wpa:wuwpfi:9804004.

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  55. Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches. (1997). Garcia, Philip ; Bera, Anil ; Roh, Jae-Sun .
    In: Finance.
    RePEc:wpa:wuwpfi:9712007.

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  56. Optimal Hedging Under Forward-Looking Behaviour. (1995). Lence, Sergio ; Hayes, Dermot.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:199512010800001137.

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  57. Optimal Hedging Under Forward‐Looking Behaviour. (1995). Lence, Sergio ; Hayes, Dermot.
    In: The Economic Record.
    RePEc:bla:ecorec:v:71:y:1995:i:4:p:329-342.

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  58. Multiperiod Production with Forward and Option Markets. (1994). Lence, Sergio ; Hayes, Dermot ; Sakong, Yong.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:199401010800001140.

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  59. Multiperiod Production with Forward and Options Markets. (1994). Lence, Sergio ; Hayes, Dermot ; Sakong, Yong.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:634.

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  60. Quand la création dun marché à terme peut-elle déstabiliser le cours au comptant ?. (1990). Artus, Patrick.
    In: Revue Économique.
    RePEc:prs:reveco:reco_0035-2764_1990_num_41_1_409195.

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  61. International Risk Management: Optimal Hedging for the Government Export Agency in the Ivory Coast. (1989). Sarassoro, Gboroton ; Leuthhold, Raymond .
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  62. THE ROLE OF CAPITAL ADEQUACY REGULATION IN THE HEDGING DECISIONS OF FINANCIAL INTERMEDIARIES. (1987). Morgan, George Emir ; Smith, Stephen D..
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