Essays about: "Alejandro Esteban Lombana Betancourt"
Found 1 essay containing the words Alejandro Esteban Lombana Betancourt.
-
1. Estimation of Time-Varying Hedge Ratios for Coffee
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : This paper will gain better insights of how to calculate the hedge ratio to reduce the basis risk and protect against the price volatility, which is caused by the mismatch between the spot and future prices. This will be done by calculating the time-varying hedge ratio for the Colombian mild Arabica coffee, using two BGARCH models, the diagonal BEKK and diagonal VECH. READ MORE
Result pages:
1