Uji Empirik Metode Pengukuran Hedging Ratio dan Efektivitas Hedging di Bursa Komoditas Berjangka Jakarta
<p>Hedging strategies in the commodity futures market is strongly influenced by the estimation method of hedge ratio. This study examines the effectiveness of hedging strategy against cash position in Indonesia’s palm oil spot market using three hedge ratio estimation methods: OLS, Vector Erro...
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| Format: | Article |
| Language: | English |
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Bogor Agricultural University
2017-11-01
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| Series: | Jurnal Manajemen & Agribisnis |
| Online Access: | http://journal.ipb.ac.id/index.php/jmagr/article/view/15193 |