Dynamic Modeling of Estimating the Optimal Hedge Ratio of Gold Coin with Saffron Futures Contracts

This research is an attempt to introduce a desirable pattern for Dynamic Modeling of the Estimated Optimal Ratio of Gold Coin Risk Coverage. Given the unique nature of Iran in producing and supplying saffron and weakness in the commercial sector of this product, it was necessary to supply this produ...

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Bibliographic Details
Main Authors: Maryam Borzabadi farahani, MohammadHassan Gholizadeh, Ebrahim Chirani
Format: Article
Language:fas
Published: Securities Exchange 2021-11-01
Series:فصلنامه بورس اوراق بهادار
Subjects:
Online Access:https://journal.seo.ir/article_11226_612cb9bb9bc1a0217be28d6cbfc0db33.pdf