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Applied Economics Letters Volume 21, 2014 - Issue 4
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Original Articles

Hedging price risk when no direct hedge vehicle exists: the case of silicon

Bahram AdrangiSchool of Business, University of Portland, Portland, OR, USA
,
Arjun ChatrathSchool of Business, University of Portland, Portland, OR, USA
,
Rohan A. Christie-DavidDepartment of Finance, College of Business, University of Louisville, Louisville, KY40292, USACorrespondence[email protected]
,
Mariia GukSchool of Business, University of Portland, Portland, OR, USA
&
Gaurav MalikSchool of Business, University of Portland, Portland, OR, USA
Pages 276-279 | Published online: 26 Nov 2013

References

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  • Beach, C. M. and MacKinnon, J. G. (1978) A maximum likelihood procedure for regression with autocorrelated errors, Econometrica, 46, 51–8.
  • Cahn, R. W. (2009) Silicon: child and progenitor of revolution. Into the Nano Era, Springer Series in Materials Science, 106, 3.
  • Emsley, J. (2011) Nature’s Building Blocks: An A-Z Guide to the Elements, 2nd edn, Oxford University Press, Oxford.
  • Greene, W. H. (1993) Econometric Analysis, 2nd edn, Macmillan, New York, p. 791.
  • Heifner, R. G. (1972) Optimal hedging levels and hedging effectiveness in cattle feeding, Agricultural Economics Research, 24, 25–36.
  • Judge, G. G., Griffiths, W. E., Hill, R. C. et al. (1985) The Theory and Practice of Econometrics, 2nd edn, John Wiley & Sons, New York, p. 1050.
  • Kahl, K. H. (1983) Determination of the recommended hedging ratio, American Journal of Agricultural Economics, 65, 603–5.
  • Kmenta, J. (1986) Elements of Econometrics, Macmillan, New York.
  • Sidor, Y., Verbeken, K., Gomes, E. et al. (2012) Through process texture evolution and magnetic properties of high Si non-oriented electrical steels, Material Characterization, 71, 49–57.
  • The US Geological Survey (2010) USGS Minerals Yearbook. Available at www.minerals.USGS.gov (accessed 22 October 2013).
  • US Geological Survey (2011) Commodity statistics, in Historical Statistics for Mineral and Material Commodities in the United States, US Geological Survey Data Series 140, Kelly, T. D. and Matos, G. R. (comps). Available at www.minerals.USGS.gov (accessed 22 October 2013).
  • Wilson, W. W. (1987) Price discovery and hedging in the sunflower market, Journal of Futures Markets, 9, 377–91.

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