OPTIMAL FUTURES HEDGE WITH STOCHASTIC BASIS : THE CASE OF OIL FUTURES

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Main Author:	LIN WEIJING
Other Authors:	FINANCE & ACCOUNTING
Format:	Theses and Dissertations
Published:	2020
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/175897
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-175897
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spelling	sg-nus-scholar.10635-1758972020-11-19T13:57:21Z OPTIMAL FUTURES HEDGE WITH STOCHASTIC BASIS : THE CASE OF OIL FUTURES LIN WEIJING FINANCE & ACCOUNTING CAROLYN CHANG JACK CHANG Master's MASTER OF SCIENCE (MANAGEMENT) 2020-09-11T05:17:26Z 2020-09-11T05:17:26Z 2000 Thesis LIN WEIJING (2000). OPTIMAL FUTURES HEDGE WITH STOCHASTIC BASIS : THE CASE OF OIL FUTURES. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/175897 CCK BATCHLOAD 20200918
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
description	Master's
author2	FINANCE & ACCOUNTING
author_facet	FINANCE & ACCOUNTING LIN WEIJING
format	Theses and Dissertations
author	LIN WEIJING
spellingShingle	LIN WEIJING OPTIMAL FUTURES HEDGE WITH STOCHASTIC BASIS : THE CASE OF OIL FUTURES
author_sort	LIN WEIJING
title	OPTIMAL FUTURES HEDGE WITH STOCHASTIC BASIS : THE CASE OF OIL FUTURES
title_short	OPTIMAL FUTURES HEDGE WITH STOCHASTIC BASIS : THE CASE OF OIL FUTURES
title_full	OPTIMAL FUTURES HEDGE WITH STOCHASTIC BASIS : THE CASE OF OIL FUTURES
title_fullStr	OPTIMAL FUTURES HEDGE WITH STOCHASTIC BASIS : THE CASE OF OIL FUTURES
title_full_unstemmed	OPTIMAL FUTURES HEDGE WITH STOCHASTIC BASIS : THE CASE OF OIL FUTURES
title_sort	optimal futures hedge with stochastic basis : the case of oil futures
publishDate	2020
url	https://scholarbank.nus.edu.sg/handle/10635/175897
_version_	1686108922717405184

OPTIMAL FUTURES HEDGE WITH STOCHASTIC BASIS : THE CASE OF OIL FUTURES

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