Futures Contract Hedging
Futures Contract Hedging is a risk management strategy involving the use of standardized exchange-traded agreements to offset potential adverse price movements in a physical commodity by taking an opposite position in the corresponding futures market.
236
Publications
10.6K
Citations
351
Authors
230
Institutions
Publications per year
2017–2026
26
Parents
236
The Hedging Performance of the New Futures Markets
Louis H. Ederington · The Journal of Finance · 1979 · 1.5K citations
Mean-Variance Hedging in Continuous Time
Darrell Duffie, Henry R. Richardson · The Annals of Applied Probability · 1991 · 407 citations · Full text
Business, Finance, Risk Management +16
The Hedging Performance of the New Futures Markets
Louis H. Ederington · The Journal of Finance · 1979 · 249 citations
Warren W. Lebeck · Food Policy · 1978 · 241 citations
1–5 of 236
351
10
h-index
7
h-index
5
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5
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Athens University of Economics and Business, Greece
5 publications · 212 citations
5
h-index
1–5 of 351
230
University of Illinois Urbana-Champaign
Urbana, United States
9 h-index
18 publications
456 citations
The University of Texas at San Antonio
San Antonio, United States
8 h-index
8 publications
398 citations

University of Hong Kong
Pok Fu Lam, Hong Kong
5 h-index
5 publications
136 citations
Texas A&M University
College Station, United States
4 h-index
6 publications
190 citations

Athens University of Economics and Business
Athens, Greece
4 h-index
4 publications
128 citations
Columbia University
New York, United States
4 h-index
5 publications
119 citations

The University of Western Australia
Perth, Australia
4 h-index
5 publications
216 citations
Georgia State University
Atlanta, United States
4 h-index
6 publications
348 citations
1–8 of 230
53 publications · 1.9K citations
26
h-index
Repository · 10 publications · 198 citations
10
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Repository · 10 publications · 194 citations
10
h-index
8 publications · 1.9K citations
8
h-index
6 publications · 274 citations
6
h-index
1–5