Spreading, Hedging and Speculating in Forward, … Hedging and Speculating in Forward, ... Hedging...

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Spreading, Hedging and Speculating in Forward, Futures and Spot Markets by Ray Nelson, Dan Aguiar, and Tim Park Suggested citation format: Nelson, R., D. Aguiar, and T. Park. 1984. “Spreading, Hedging and Speculating in Forward, Futures and Spot Markets.” Proceedings of the NCR- 134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

Transcript of Spreading, Hedging and Speculating in Forward, … Hedging and Speculating in Forward, ... Hedging...

Page 1: Spreading, Hedging and Speculating in Forward, … Hedging and Speculating in Forward, ... Hedging and Speculating in Forward, Futures, and Spot ... after Sharpe's single index model

Spreading, Hedging and Speculating in Forward,

Futures and Spot Markets

by

Ray Nelson, Dan Aguiar, and Tim Park

Suggested citation format:

Nelson, R., D. Aguiar, and T. Park. 1984. “Spreading, Hedging and Speculating in Forward, Futures and Spot Markets.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. St. Louis, MO. [http://www.farmdoc.uiuc.edu/nccc134].

Page 2: Spreading, Hedging and Speculating in Forward, … Hedging and Speculating in Forward, ... Hedging and Speculating in Forward, Futures, and Spot ... after Sharpe's single index model
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