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

Authors

351

  1. DL
    Donald Lien

    The University of Texas at San Antonio, United States

    10 publications · 545 citations

    10

    h-index

  2. PG
    Philip Garcia

    University of Illinois Urbana-Champaign, United States

    7 publications · 149 citations

    7

    h-index

  3. PH
    Phil Holmes

    Durham University, United Kingdom

    5 publications · 157 citations

    5

    h-index

  4. RW
    Robert W. Kolb

    University of Miami, United States

    5 publications · 205 citations

    5

    h-index

  5. MG
    Manolis G. Kavussanos

    Athens University of Economics and Business, Greece

    5 publications · 212 citations

    5

    h-index

1–5 of 351

Venues

  1. Journal of Futures Markets

    53 publications · 1.9K citations

    26

    h-index

  2. SSRN Electronic Journal

    Repository · 10 publications · 198 citations

    10

    h-index

  3. AgEcon Search (University of Minnesota, USA)

    Repository · 10 publications · 194 citations

    10

    h-index

  4. The Journal of Finance

    8 publications · 1.9K citations

    8

    h-index

  5. Applied Financial Economics

    6 publications · 274 citations

    6

    h-index

1–5