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2. A Critique of Minimum Variance Hedging. (2005). Dark, Jonathan .
   In: Accounting Research Journal.
   RePEc:eme:arjpps:v:18:y:2005:i:1:p:40-49.

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3. Optimal bidding and hedging in international markets. (2004). Lien, Donald ; Wong, Kit Pong.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:23:y:2004:i:5:p:785-798.

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4. Restricted Export Flexibility and Risk Management with Options and Futures. (2002). Wong, Kit Pong.
   In: CoFE Discussion Papers.
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5. The preferred hedge instrument. (2000). Broll, Udo ; Battermann, Harald L. ; Schimmelpfennig, Jorg.
   In: Economics Letters.
   RePEc:eee:ecolet:v:66:y:2000:i:1:p:85-91.

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6. Risk Management in Agricultural Markets: A Survey. (2000). Peterson, Hikaru ; Tomek, William G..
   In: Staff Papers.
   RePEc:ags:cudasp:121140.

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7. RISK MANAGEMENT IN AGRICULTURAL MARKETS: A SURVEY. (2000). Peterson, Hikaru ; Tomek, William G..
   In: 2000 Producer Marketing and Risk Management Conference, January 13-14, Orlando, FL.
   RePEc:ags:aae08p:19580.

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8. Hedging exchange rate risk: The multiperiod case. (1999). Zilcha, Itzhak ; Broll, Udo ; Wahl, Jack E..
   In: Research in Economics.
   RePEc:eee:reecon:v:53:y:1999:i:4:p:365-380.

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1. Dynamic optimal hedge ratio design when price and production are stochastic with jump. (2022). Aime, Fono Louis ; Jules, Sadefo Kamdem ; Gaston, Nyassoke Titi.
   In: Annals of Finance.
   RePEc:kap:annfin:v:18:y:2022:i:3:d:10.1007_s10436-022-00410-1.

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2. Characterizing the hedging policies of commodity price‐sensitive corporations. (2020). Boroumand, Raphael H ; Ronn, Ehud I ; Goutte, Stephane.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:40:y:2020:i:8:p:1264-1281.

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3. Optimal hedging under biased energy futures markets. (2020). Torro, Hipolit ; Furio, Dolores.
   In: Energy Economics.
   RePEc:eee:eneeco:v:88:y:2020:i:c:s014098832030089x.

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4. 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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5. Dynamic Optimal Hedge Ratio Design when Price and Production are stochastic with Jump. (2019). SADEFO, Jules ; Fono, Louis Aime ; Gaston, Nyassoke Titi.
   In: Working Papers.
   RePEc:hal:wpaper:hal-02417401.

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6. The optimal derivative-based corporate hedging strategies under equity-linked managerial compensation. (2019). Akron, Sagi.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:41:y:2019:i:c:s1566014118300013.

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7. Managing earnings risk under SFAS 133/IAS 39: the case of cash flow hedges. (2018). Frestad, Dennis.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:51:y:2018:i:1:d:10.1007_s11156-017-0667-4.

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8. An equilibrium model for spot and forward prices of commodities. (2017). Anthropelos, Michail ; Papapantoleon, Antonis ; Kupper, Michael.
   In: Papers.
   RePEc:arx:papers:1502.00674.

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9. An Empirical Evaluation of Hedging Effectiveness of Crude Palm Oil Futures Market in Malaysia. (2017). Islam, Mohd Aminul .
   In: International Journal of Economics and Financial Research.
   RePEc:arp:ijefrr:2017:p:303-314.

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10. 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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11. Futures prices, trade and domestic supply of agricultural commodities. (2015). Mendez Parra, Maximiliano.
    In: Economics PhD Theses.
    RePEc:sus:susphd:0115.

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12. Production and hedging implications of executive compensation schemes. (2013). Akron, Sagi ; Benninga, Simon.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:19:y:2013:i:c:p:119-139.

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13. Consumption and Hedging in Oil†Importing Developing Countries. (2012). Casassus, Jaime ; Aldunate, Felipe.
    In: European Financial Management.
    RePEc:bla:eufman:v:18:y:2012:i:5:p:896-928.

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14. Do USDA Announcements Affect Comovements Across Commodity Futures Returns?. (2012). Karali, Berna.
    In: Journal of Regional Analysis and Policy.
    RePEc:ags:jrapmc:122315.

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15. Do USDA Announcements Affect Comovements Across Commodity Futures Returns?. (2012). Karali, Berna.
    In: Journal of Agricultural and Resource Economics.
    RePEc:ags:jlaare:122315.

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16. Limits to Arbitrage and Hedging: Evidence from Commodity Markets. (2011). Ramadorai, Tarun ; Acharya, Viral ; Lochstoer, Lars A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16875.

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17. Commodity Booms and Busts. (2011). Rausser, Gordon ; Carter, Colin ; Smith, Aaron.
    In: Annual Review of Resource Economics.
    RePEc:anr:reseco:v:3:y:2011:p:87-118.

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18. Hedge Ratios in South African Stock Index Futures. (2010). Floros, Christos ; Degiannakis, Stavros.
    In: MPRA Paper.
    RePEc:pra:mprapa:96301.

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19. Consumption and Hedging in Oil Importing Developing Countries. (2010). Casassus, Jaime ; Aldunate, Felipe.
    In: Documentos de Trabajo.
    RePEc:ioe:doctra:376.

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20. Hedging price risk when payment dates are uncertain. (2009). Korn, Olaf .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0714.

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21. Dynamic Hedging in Incomplete Markets: A Simple Solution. (2009). Basak, Suleyman ; Chabakauri, Georgy .
    In: 2009 Meeting Papers.
    RePEc:red:sed009:594.

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22. Inventory and Transformation Hedging Effectiveness in Corn Crushing. (2009). Dahlgran, Roger A..
    In: Journal of Agricultural and Resource Economics.
    RePEc:ags:jlaare:50081.

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23. The effectiveness of dynamic hedging: evidence from selected European stock index futures. (2008). Sultan, Jahangir ; Hasan, Mohammad.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:14:y:2008:i:6:p:469-488.

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24. Farm Risk Management Between Normal Business Risk and Climatic/Market Shocks. (2008). Cordier, Jean ; anonymous, .
    In: 108th Seminar, February 8-9, 2008, Warsaw, Poland.
    RePEc:ags:eaa108:48105.

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25. Inventory and Transformation Hedging Effectiveness in Corn Crushing. (2007). Dahlgran, Roger A..
    In: 2007 Conference, April 16-17, 2007, Chicago, Illinois.
    RePEc:ags:nccsci:37557.

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26. Futures for farmers: Hedging participation and the Mexican corn scheme. (2006). Benavides, G. ; Snowden, P..
    In: Journal of Development Studies.
    RePEc:taf:jdevst:v:42:y:2006:i:4:p:698-712.

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27. Cross Hedging with Single Stock Futures. (2005). Davies, Ryan ; Brooks, Chris ; Kim, Sang Soo .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2004-15.

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28. Futures for farmers: hedging participation and the Mexican corn scheme. (2005). Benavides, G ; Snowden, P N.
    In: Working Papers.
    RePEc:lan:wpaper:563432.

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29. Hedging Cash Flows from Commodity Processing. (2005). Dahlgran, Roger A..
    In: 2005 Conference, April 18-19, 2005, St. Louis, Missouri.
    RePEc:ags:ncrfiv:19046.

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30. A Bayesian Implementation of the Standard Optimal Hedging Model: Parameter Estimation Risk and Subjective Views. (2005). Irwin, Scott ; Shi, Wei.
    In: 2005 Annual meeting, July 24-27, Providence, RI.
    RePEc:ags:aaea05:19155.

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31. Essays on optimal hedging and investment strategies and on derivative pricing. (2004). van den Goorbergh, Rob ; van den Goorbergh, R. W. J., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:4b4b16af-8621-463f-bbfa-0e2f1ebd1c04.

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32. Hedge ratios in Greek stock index futures market. (2004). Vougas, Dimitrios ; Floros, Christos.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:15:p:1125-1136.

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33. Alternative settlement methods and Australian individual share futures contracts. (2004). Yang, Li ; Lien, Donald.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:14:y:2004:i:5:p:473-490.

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34. Economic Hedging Portfolios. (2003). Werker, B. J. M., ; de Roon, F A ; van den Goorbergh, R. W. J., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:c9461c14-c6d6-425f-8395-9ba93a21e3a5.

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35. Economic Hedging Portfolios. (2003). Werker, Bas ; van den Goorbergh, Rob ; de Roon, F. A. ; Werker, B. J. M., ; van den Goorbergh, R. W. J., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:c9461c14-c6d6-425f-8395-9ba93a21e3a5.

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36. A Hedging Strategy for New Zealand’s Exporters in Transaction Exposure to Currency Risk. (2003). McGraw, Patricia A. ; Chan, Kam Fong ; Gan, Christopher.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:7:y:2003:i:1-2:p:25-54.

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37. Assurance et finance agricoles. Une approche descriptive et comparative. (2002). Phélippé-Guinvarc'h, Martial ; Cordier, Jean ; Guinvarch, Martial .
    In: Économie rurale.
    RePEc:prs:recoru:ecoru_0013-0559_2002_num_272_1_5362.

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38. INVENTORY AND TRANSFORMATION RISKS IN SOYBEAN PROCESSING. (2002). Dahlgran, Roger A..
    In: 2002 Conference, April 22-23, 2002, St. Louis, Missouri.
    RePEc:ags:ncrtwo:19054.

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39. Introducing new futures contracts: reinforcement versus cannibalism. (2001). Pennings, Joost ; Pennings, Joost M. E., ; Leuthold, Raymond M. ; Pennings, Joost M. E., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:20:y:2001:i:5:p:659-675.

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40. Futures Exchange Innovations: Reinforcement versus Cannibalism. (1999). Pennings, Joost ; Leuthold, Raymond M..
    In: Finance.
    RePEc:wpa:wuwpfi:9905003.

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41. Commodity Futures Contract Viability: A Multidisciplinary Approach. (1999). Pennings, Joost ; Leuthold, Raymond M..
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42. OPTIMAL HEDGING STRATEGIES FOR THE U.S. CATTLE FEEDER. (1999). Noussinov, Mikhail A. ; Leuthold, Raymond M..
    In: Journal of Agribusiness.
    RePEc:ags:jloagb:14679.

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43. Optimal Hedging Strategies for the U.S. Cattle Feeder. (1998). Noussinov, Mikhail A. ; Leuthold, Raymond M..
    In: Finance.
    RePEc:wpa:wuwpfi:9804004.

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44. Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches. (1997). Garcia, Philip ; Bera, Anil ; Roh, Jae-Sun .
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45. Optimal Hedging Under Forward-Looking Behaviour. (1995). Lence, Sergio ; Hayes, Dermot.
    In: ISU General Staff Papers.
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46. 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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47. Multiperiod Production with Forward and Options Markets. (1994). Lence, Sergio ; Hayes, Dermot ; Sakong, Yong.
    In: Staff General Research Papers Archive.
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48. Quand la création dun marché à terme peut-elle déstabiliser le cours au comptant ?. (1990). Artus, Patrick.
    In: Revue Économique.
    RePEc:prs:reveco:reco_0035-2764_1990_num_41_1_409195.

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49. International Risk Management: Optimal Hedging for the Government Export Agency in the Ivory Coast. (1989). Sarassoro, Gboroton ; Leuthhold, Raymond .
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50. THE ROLE OF CAPITAL ADEQUACY REGULATION IN THE HEDGING DECISIONS OF FINANCIAL INTERMEDIARIES. (1987). Morgan, George Emir ; Smith, Stephen D..
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:10:y:1987:i:1:p:33-46.

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