We gratefully acknowledge financial support from FWO and ICM, and help with the data from the USDA. Comments from Van's committee (Michael Brennan, Geert Dhaene, and Gunther Wuyts) have substantially improved earlier drafts. We also received useful comments from Klyuev Vladimir, Eric de Bodt, Michel Levasseur and other participants at the All China Economics International Conference (Hongkong), workshops at K.U. Leuven and ESC/Université de Lille, and the 2010 EFMA conference in Aarhus, and from an anonymous referee for this Journal. All remaining errors are the authors' responsibility. Correspondence: Van Thi Tuong Nguyen.
Hedging with Two Futures Contracts: Simplicity Pays
Version of Record online: 23 SEP 2010
© 2010 Blackwell Publishing Ltd
European Financial Management
Volume 17, Issue 5, pages 806–834, November 2011
How to Cite
Carbonez, K. A.E., Nguyen, V. T. T. and Sercu, P. (2011), Hedging with Two Futures Contracts: Simplicity Pays. European Financial Management, 17: 806–834. doi: 10.1111/j.1468-036X.2010.00570.x
- Issue online: 18 OCT 2011
- Version of Record online: 23 SEP 2010
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