Skewness, basis risk, and optimal futures demand

Skewness, basis risk, and optimal futures demand

Barbi, Massimiliano, Romagnoli, Silvia
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Language:
english
Journal:
International Review of Economics & Finance
DOI:
10.1016/j.iref.2018.02.021
Date:
March, 2018
File:
PDF, 598 KB
english, 2018
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