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2. Cox, J., and Rubinstein, M. Options Markets. Englewood Cliffs, NJ: Prentice-Hall, 1985.
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7. Rudin, W. Principles of Mathematical Analysis. 3rd edition. New York; McGraw Hill, 1976.
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1. Hedging with futures during nonconvergence in commodity markets. (2023). Karali, Berna ; Goswami, Alankrita ; Adjemian, Michael.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000545.

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2. Commodity futures hedge ratios: A meta-analysis. (2023). Perera, Devmali ; Bohl, Martin T ; Biakowski, Jdrzej.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000332.

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3. Commodity Futures Hedge Ratios: A Meta-Analysis. (2022). Bohl, Martin T ; Biakowski, Jdrzej ; Perera, Devmali.
   In: Working Papers in Economics.
   RePEc:cbt:econwp:22/12.

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4. .

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5. The opportunity cost of hedging under incomplete information: Evidence from ETF/Ns. (2021). Simaan, Majeed ; Cui, Zhenyu.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:41:y:2021:i:11:p:1775-1796.

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6. OPTIMAL HEDGE RATIO IN TURKISH STOCK INDEX FUTURES MARKET: A DECO-FIAPARCH APPROACH. (2021). Elak, Asmail.
   In: Studii Financiare (Financial Studies).
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7. Stochastic Bounds for Reference Sets in Portfolio Analysis. (2021). Topaloglou, Nikolas ; Post, Thierry ; Arvanitis, Stelios.
   In: Management Science.
   RePEc:inm:ormnsc:v:67:y:2021:i:12:p:7737-7754.

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8. Cross hedging with stock index futures. (2021). Mohamad, Azhar ; Zainudin, Ahmad Danial.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:82:y:2021:i:c:p:128-144.

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9. How to hedge if the payment date is uncertain?. (2019). Merz, Alexander ; Korn, Olaf.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:39:y:2019:i:4:p:481-498.

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10. Skewness, basis risk, and optimal futures demand. (2018). Barbi, Massimiliano ; Romagnoli, Silvia.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:58:y:2018:i:c:p:14-29.

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11. Production and hedging with optimism and pessimism under ambiguity. (2017). Lien, Donald ; Yu, Chia-Feng.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:50:y:2017:i:c:p:122-135.

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12. How to hedge if the payment date is uncertain?. (2016). Korn, Olaf ; Merz, Alexander .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0714r.

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13. Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis. (2015). Syriopoulos, Theodore ; Boubaker, Adel ; Makram, Beljid .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:39:y:2015:i:c:p:7-18.

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14. Combining participating insurance and financial policies: A new risk management instrument against natural disasters in agriculture. (2012). Enjolras, Geoffroy ; Kast, Robert .
    In: Agricultural Finance Review.
    RePEc:eme:afrpps:v:72:y:2012:i:1:p:156-178.

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15. The Limits to Minimum‐Variance Hedging. (2010). Harris, Richard ; Stoja, Evarist ; Shen, Jian.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:37:y:2010:i:5-6:p:737-761.

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16. The Limits to Minimum-Variance Hedging. (2010). Stoja, Evarist ; Harris, Richard ; Richard D. F. Harris, ; Shen, Jian.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:37:y:2010-06:i:5-6:p:737-761.

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17. Microeconomic Risk Management and Macroeconomic Stability. (2009). Rothig, Andreas.
    In: Lecture Notes in Economics and Mathematical Systems.
    RePEc:spr:lnecms:978-3-642-01565-6.

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18. The impact of backwardation on hedgers demand for currency futures contracts: theory versus empirical evidence. (2008). Rothig, Andreas .
    In: Darmstadt Discussion Papers in Economics.
    RePEc:zbw:darddp:dar_35698.

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19. The Impact of Backwardation on Hedgers Demand for Currency Futures Contracts: Theory versus Empirical Evidence. (2008). Rothig, Andreas.
    In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
    RePEc:dar:wpaper:35698.

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20. Managing Credit Risk with Credit and Macro Derivatives. (2003). Welzel, Peter.
    In: Discussion Paper Series.
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21. The impact of delivery risk on optimal production and futures hedging. (2002). Wong, Kit Pong.
    In: CoFE Discussion Papers.
    RePEc:zbw:cofedp:0208.

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22. Credit Risk and Credit Derivatives in Banking. (2002). Welzel, Peter ; Pausch, Thilo.
    In: Discussion Paper Series.
    RePEc:aug:augsbe:0228.

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23. Intraday data and hedging efficiency in interest spread trading. (2000). Christian Dunis, Pierre Lequeux, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:6:y:2000:i:4:p:332-352.

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24. Selecting hedge ratio maximizing utility or adjusting portfolios beta. (1999). Minguet, Albert ; Boveroux, Philippe.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:9:y:1999:i:5:p:423-432.

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25. Hedging of exchange rate risk and regression dependence. (1997). Wong, Kit-Pong ; Broll, Udo.
    In: Discussion Papers, Series II.
    RePEc:zbw:kondp2:355.

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26. Cross hedging in currency forward markets. (1996). Broll, Udo.
    In: Discussion Papers, Series II.
    RePEc:zbw:kondp2:308.

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27. Optimal Hedging Under Forward-Looking Behaviour. (1995). Lence, Sergio ; Hayes, Dermot.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:199512010800001137.

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28. Optimal Hedging Under Forward‐Looking Behaviour. (1995). Lence, Sergio ; Hayes, Dermot.
    In: The Economic Record.
    RePEc:bla:ecorec:v:71:y:1995:i:4:p:329-342.

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29. Multiperiod Production with Forward and Option Markets. (1994). Lence, Sergio ; Hayes, Dermot ; Sakong, Yong.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:199401010800001140.

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30. The Empirical Minimum-Variance Hedge. (1994). Lence, Sergio ; Hayes, Dermot.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:199401010800001138.

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31. The Economics of Hedging Dry Bulk Ocean Freight Using the Baltic International Freight Futures Exchange. (1993). Dunn, James W ; Condas, Greg S.
    In: Journal of the Transportation Research Forum.
    RePEc:ags:ndjtrf:317420.

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32. Using futures and option contracts to manage price and quantity risk: A case of corn farmers in central Iowa. (1992). Lei, Li-Fen .
    In: ISU General Staff Papers.
    RePEc:isu:genstf:1992010108000011326.

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33. Essays in nonparametric measures of changes in taste and hedging behavior with options. (1991). Sakong, Yong.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:1991010108000010679.

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34. Dynamic firm behavior under uncertainty. (1991). Lence, Sergio.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:1991010108000010656.

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35. Hedging price risk to soybean producers with futures and options: a case study. (1987). Tabesh, Hamid .
    In: ISU General Staff Papers.
    RePEc:isu:genstf:1987010108000010306.

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36. Determining the hedge ratio when cross-hedging corporate bonds with U.S. Treasury bond futures contracts. (1985). Schmitt, Susan Marie.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:1985010108000018108.

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