Matches in SemOpenAlex for { <https://semopenalex.org/work/W2388932290> ?p ?o ?g. }
Showing items 1 to 61 of
61
with 100 items per page.
- W2388932290 abstract "In this study co-integration test is performed to find out whether there is a co-integration relationship between copper spot price and futures price in Shanghai Futures Exchange.Error correct model is exploited to estimate the futures hedge ratio,aiming at comparing the hedge ratios of the conventional method and error correct model.The findings of this study indicate that the conventional model underestimates the number of futures contracts needed to hedge the spot portfolio.It is also found in this study that futures market appears to be more effective in reducing the price change risk over long-run hedge period than over short ones." @default.
- W2388932290 created "2016-06-24" @default.
- W2388932290 creator A5047586516 @default.
- W2388932290 date "2006-01-01" @default.
- W2388932290 modified "2023-09-23" @default.
- W2388932290 title "Futures Hedge Ratio under Co-Integration Relationship:an Empirical Study" @default.
- W2388932290 hasPublicationYear "2006" @default.
- W2388932290 type Work @default.
- W2388932290 sameAs 2388932290 @default.
- W2388932290 citedByCount "0" @default.
- W2388932290 crossrefType "journal-article" @default.
- W2388932290 hasAuthorship W2388932290A5047586516 @default.
- W2388932290 hasConcept C106159729 @default.
- W2388932290 hasConcept C106306483 @default.
- W2388932290 hasConcept C134024062 @default.
- W2388932290 hasConcept C145162277 @default.
- W2388932290 hasConcept C149782125 @default.
- W2388932290 hasConcept C162324750 @default.
- W2388932290 hasConcept C175223733 @default.
- W2388932290 hasConcept C18903297 @default.
- W2388932290 hasConcept C2780821815 @default.
- W2388932290 hasConcept C70771513 @default.
- W2388932290 hasConcept C86803240 @default.
- W2388932290 hasConceptScore W2388932290C106159729 @default.
- W2388932290 hasConceptScore W2388932290C106306483 @default.
- W2388932290 hasConceptScore W2388932290C134024062 @default.
- W2388932290 hasConceptScore W2388932290C145162277 @default.
- W2388932290 hasConceptScore W2388932290C149782125 @default.
- W2388932290 hasConceptScore W2388932290C162324750 @default.
- W2388932290 hasConceptScore W2388932290C175223733 @default.
- W2388932290 hasConceptScore W2388932290C18903297 @default.
- W2388932290 hasConceptScore W2388932290C2780821815 @default.
- W2388932290 hasConceptScore W2388932290C70771513 @default.
- W2388932290 hasConceptScore W2388932290C86803240 @default.
- W2388932290 hasLocation W23889322901 @default.
- W2388932290 hasOpenAccess W2388932290 @default.
- W2388932290 hasPrimaryLocation W23889322901 @default.
- W2388932290 hasRelatedWork W128464215 @default.
- W2388932290 hasRelatedWork W1586358094 @default.
- W2388932290 hasRelatedWork W1970701971 @default.
- W2388932290 hasRelatedWork W1998898099 @default.
- W2388932290 hasRelatedWork W2004313052 @default.
- W2388932290 hasRelatedWork W2073523046 @default.
- W2388932290 hasRelatedWork W214097517 @default.
- W2388932290 hasRelatedWork W2155653826 @default.
- W2388932290 hasRelatedWork W2166191360 @default.
- W2388932290 hasRelatedWork W2176795442 @default.
- W2388932290 hasRelatedWork W2371997718 @default.
- W2388932290 hasRelatedWork W2373373760 @default.
- W2388932290 hasRelatedWork W2377160413 @default.
- W2388932290 hasRelatedWork W2386402465 @default.
- W2388932290 hasRelatedWork W2388322763 @default.
- W2388932290 hasRelatedWork W2896389666 @default.
- W2388932290 hasRelatedWork W3168873508 @default.
- W2388932290 hasRelatedWork W3196131126 @default.
- W2388932290 hasRelatedWork W348986038 @default.
- W2388932290 hasRelatedWork W2053777696 @default.
- W2388932290 isParatext "false" @default.
- W2388932290 isRetracted "false" @default.
- W2388932290 magId "2388932290" @default.
- W2388932290 workType "article" @default.