BASIS VOLATILITY - IMPLICATIONS FOR HEDGING

[1] CASTELINO M, 1988, FUTURES MARKETS HEDG

[2] SPREAD VOLATILITY IN COMMODITY FUTURES - THE LENGTH EFFECT [J]. JOURNAL OF FUTURES MARKETS, 1984, 4 (01) : 39 - 46

[3] BASIS SPECULATION IN COMMODITY FUTURES - THE MATURITY EFFECT [J]. JOURNAL OF FUTURES MARKETS, 1982, 2 (02) : 195 - 206

[4] THE RELATION BETWEEN FORWARD PRICES AND FUTURES PRICES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (04) : 321 - 346

[5] HEDGING PERFORMANCE OF THE NEW FUTURES MARKETS [J]. JOURNAL OF FINANCE, 1979, 34 (01) : 157 - 170

[6] FIGLEWSKI S, 1986, HEDGING FINANCIAL FU

[7] THE SEARCH FOR A RISK PREMIUM [J]. JOURNAL OF POLITICAL ECONOMY, 1961, 69 (03) : 250 - 260

[8] JOHNSON L, 1960, REV ECON STUD, V27, P139

[9] MILONAS N, 1984, THESIS CITY U NEW YO

[10] REDUCING INTER-TEMPORAL RISK IN FINANCIAL FUTURES HEDGING [J]. JOURNAL OF FUTURES MARKETS, 1984, 4 (01) : 1 - 13

[1] CASTELINO M, 1988, FUTURES MARKETS HEDG

[2] SPREAD VOLATILITY IN COMMODITY FUTURES - THE LENGTH EFFECT [J]. JOURNAL OF FUTURES MARKETS, 1984, 4 (01) : 39 - 46

[3] BASIS SPECULATION IN COMMODITY FUTURES - THE MATURITY EFFECT [J]. JOURNAL OF FUTURES MARKETS, 1982, 2 (02) : 195 - 206

[4] THE RELATION BETWEEN FORWARD PRICES AND FUTURES PRICES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (04) : 321 - 346

[5] HEDGING PERFORMANCE OF THE NEW FUTURES MARKETS [J]. JOURNAL OF FINANCE, 1979, 34 (01) : 157 - 170

[6] FIGLEWSKI S, 1986, HEDGING FINANCIAL FU

[7] THE SEARCH FOR A RISK PREMIUM [J]. JOURNAL OF POLITICAL ECONOMY, 1961, 69 (03) : 250 - 260

[8] JOHNSON L, 1960, REV ECON STUD, V27, P139

[9] MILONAS N, 1984, THESIS CITY U NEW YO

[10] REDUCING INTER-TEMPORAL RISK IN FINANCIAL FUTURES HEDGING [J]. JOURNAL OF FUTURES MARKETS, 1984, 4 (01) : 1 - 13