Vol. 4 No. 1 & 2 (2015): Commodities & Derivatives

Articles submitted to regular issue

• Understanding Causality: What came first the Chicken or the Egg?

  Adrian Fernandez-Perez, Bart Frijns, Alireza Tourani-Rad

  2-5

  • PDF
• Efficiency of Hedging Against Fluctuating Prices of Dairy Products

  Jan Koeman, Jędrzej Białkowski

  6-11

  • PDF
• The Demand Function for Bank-Issued Warrants

  Rainer Baule, Philip Blonski

  12-19

  • PDF
• A Critical Review of the Fair Value Settlement Procedure for Stock Options

  Oege Pennin, Martijn J. van den Assem, Remco C.J. Zwinkels

  20-27

  • PDF
• On the existence of an optimal estimation window for risk measures

  Marcelo Brutti Righi, Paulo Sergio Ceretta

  28-32

  • PDF