An empirical analysis of multi-period hedges: Applications to commercial and investment assets

Keyphrases

• Hedging 100%
• Investment Assets 100%
• Unleaded Gasoline 16%
• Light Oil 16%
• Variance Ratio 16%
• Heating Oil 16%
• British Pound 16%
• Minimum Variance 16%
• Minimum Variance Hedge Ratio 16%
• Hedging Performance 16%
• Hedging Error 16%
• Cost-of-carry Model 16%
• Swiss Franc 16%

Economics, Econometrics and Finance

• Swiss Franc 100%
• Pound Sterling 100%
• Deutsche Mark 100%