Interest rate risk in long-dated commodity options positions: To hedge or not to hedge?
Cheng, Benjamin, Nikitopoulos, Christina Sklibosios, Schlögl, ErikLanguage:
english
Journal:
Journal of Futures Markets
DOI:
10.1002/fut.21954
Date:
July, 2018
File:
PDF, 1.61 MB
english, 2018