Data/hora: 11/06/2024 12:08:53

Provedor de dados: | 31
País: | United States
Título: | A Bayesian Implementation of the Standard Optimal Hedging Model: Parameter Estimation Risk and Subjective Views
Autores: | Shi,   Wei; Irwin,   Scott H.
Data: | 2005-05-15
Ano: | 2005
Palavras-chave: | Marketing.
Resumo: | We develop a Bayesian implementation of the standard optimal hedging model to analyze the impact of hedgers' subjective views on their hedging behavior. The results show the subjective views have a substantial impact on hedgers' optimal positions, explaining the large cross-sectional and time series variation of hedging positions in practice.
Tipo: | Conference Paper or Presentation
Idioma: | Inglês

Identificador:

16221

http://purl.umn.edu/19155

Editor: | AgEcon Search

Relação:

American Agricultural Economics Association&gt;2005 Annual meeting, July 24-27, Providence, RI

Selected Paper 136772

Formato:

24

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