Work

Commodity betas with mean reverting output prices

Year: 2007

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2007.10.009

Authors: Gwangheon Hong, Sudipto Sarkar

Institutions: Sogang University, McMaster University

Language: English

Topic: Risk Management in Financial Firms

Subfield: Accounting

Field: Business, Management and Accounting

Domain: Social Sciences

Open Access status: closed

Funders: Sogang University, Social Sciences and Humanities Research Council of Canada

OpenAlex ID: W2001364976

FWCI: 1.154

Cites: 26

Cited by: 24

Related to: 10