Optimal Commodity Hedging
The paper presents a new procurement policy for data-driven commodity purchasing, combining operational and financial instruments, and tests the policy on real market data of four major commodities.
Featured in No. 20 on 12 Oct 2023 ·
- Released
- 1 Dec 2021
- First featured
- No. 20 · 12 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4594616
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