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A State‐Space Forecasting Approach to Optimal Intertemporal Cross‐Hedging
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/fut.3990120306openalex-snapshot
Hedging with forecasting: A state—space approach to modeling vector‐valued time series
inferredcites →https://doi.org/10.1016/0164-0704(88)90021-3openalex-snapshot
State Space Modeling of Time Series
inferredcites →https://doi.org/10.1016/0165-1889(88)90044-9openalex-snapshot
Cointegration and stock prices
inferredcites →https://doi.org/10.1016/0165-1889(93)90004-copenalex-snapshot
A solution to the positivity problem in the state-space approach to modeling vector-valued time series
inferredcites →https://doi.org/10.1016/0304-405x(81)90002-7openalex-snapshot
The relation between forward prices and futures prices
inferredcites →https://doi.org/10.2307/1238403openalex-snapshot
Hedging and Income Stability: Concepts, Implications, and an Example
inferredcites →https://doi.org/10.2307/1242835openalex-snapshot
State‐Space Modeling of Cyclical Supply, Seasonal Demand, and Agricultural Inventories
inferredcites →https://doi.org/10.2307/2284195openalex-snapshot
Probability and Statistics for Engineers and Scientists.
inferredcites →https://doi.org/10.2307/2297415openalex-snapshot
The Time Pattern of Hedging and the Volatility of Futures Prices
inferredcites →https://doi.org/10.2307/3003264openalex-snapshot
The Valuation of Uncertain Income Streams and the Pricing of Options
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
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Cross-Hedging Wild Salmon Prices
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Optimal hedging strategies for salmon producers
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Multi-commodity price risk hedging in the Atlantic salmon farming industry
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Cross-hedging wild salmon prices
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Is there a relationship between fisheries and farming? Interdependence of fisheries, animal production and aquaculture
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Missing risk sharing markets and the benefits of cross-hedging in developing countries
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An Adaptive Model of Perishable Inventory Dissipation in a Nonstationary Price Environment
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Spatiotemporal Deep Learning for Bridge Response Forecasting
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International fish trade and exchange rates: an application to the trade with salmon and fishmeal
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Comparative analysis of futures contract cross-hedging effectiveness for soybean: models and insights
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RISK ASSESSMENT IN OPEN-OCEAN AQUACULTURE: A FIRM-LEVEL INVESTMENT-PRODUCTION MODEL
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SPATIAL DIVERSIFICATION IN NORWEGIAN AQUACULTURE
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CROSS-HEDGING FISHMEAL: EXPLORING CORN AND SOYBEAN MEAL FUTURES CONTRACTS
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Price Volatility in Seafood Markets: Farmed vs. Wild Fish
inferred← citeshttps://doi.org/10.1080/13657305.2016.1156192openalex-snapshot
The spot-forward relationship in the Atlantic salmon market
inferred← citeshttps://doi.org/10.1080/13657305.2016.1272649openalex-snapshot
New markets, new technologies and new opportunities in aquaculture
inferred← citeshttps://doi.org/10.1080/13657305.2017.1265021openalex-snapshot
Price modelling in the Canadian fish supply chain with forecasts and simulations of the producer price of fish
inferred← citeshttps://doi.org/10.1086/mre.10.2.42629109openalex-snapshot
Deseasonalized State-Space Time Series Forecasting with Application to the US Salmon Market
inferred← citeshttps://doi.org/10.1086/mre.9.2.42629073openalex-snapshot
Multimedia Waste Disposal Optimization under Uncertainty with an Ocean Option
inferred← citeshttps://doi.org/10.1093/eurrag/29.4.471openalex-snapshot
Combining time-varying and dynamic multi-period optimal hedging models
inferred← citeshttps://doi.org/10.1108/10309610580000674openalex-snapshot
A Critique of Minimum Variance Hedging
inferred← citeshttps://doi.org/10.1111/j.1477-9552.2004.tb00095.xopenalex-snapshot
On the Relationship Between Aquaculture and Reduction Fisheries
inferred← citeshttps://doi.org/10.1111/j.1477-9552.2010.00245.xopenalex-snapshot
The Global Competition for Wild Fish Resources between Livestock and Aquaculture
inferred← citeshttps://doi.org/10.1111/j.1477-9552.2012.00357.xopenalex-snapshot
Regime Shifts in the Fish Meal/Soybean Meal Price Ratio
inferred← citeshttps://doi.org/10.1146/annurev-resource-100518-093750openalex-snapshot
Economics of Aquaculture Policy and Regulation
inferred← citeshttps://doi.org/10.22004/ag.econ.124610openalex-snapshot
Dynamic Cross-Hedge Ratios: An Application of Copula Models
inferred← citeshttps://doi.org/10.22004/ag.econ.124956openalex-snapshot
Time-Varying Price Interactions and Risk Management in Livestock Feed Markets – Determining the Ethanol Surge Effect.
inferred← citeshttps://doi.org/10.22004/ag.econ.18967openalex-snapshot
The Role of the Bid-Ask Spread in a Dynamic - Time-Varying Optimal Hedging Model
inferred← citeshttps://doi.org/10.22004/ag.econ.18982openalex-snapshot
AN ARCH ANALYSIS OF THE HEDGING PERFORMANCE OF IMMINENTLY MATURING FUTURES CONTRACTS
inferred← citeshttps://doi.org/10.22004/ag.econ.19072openalex-snapshot
DYNAMIC RISK MANAGEMENT UNDER CREDIT CONSTRAINTS
inferred← citeshttps://doi.org/10.22004/ag.econ.30716openalex-snapshot
Price Volatility Spillover in Agricultural Markets: An Examination of U.S. Catfish Markets
inferred← citeshttps://doi.org/10.22004/ag.econ.36205openalex-snapshot
INTERTEMPORAL DECISIONS OF FARMERS' RISK MANAGEMENT: A DYNAMIC OPTIMIZATION WITH GENERALIZED EXPECTED UTILITY
inferred← citeshttps://doi.org/10.22004/ag.econ.8596openalex-snapshot
Common Trends, Common Cycles, and Price Relationships in the International Fiber Market
inferred← citeshttps://doi.org/10.2307/1243824openalex-snapshot
System Theoretic Time‐Series Forecasts of Weekly Live Cattle Prices
inferred← citeshttps://doi.org/10.2307/1243857openalex-snapshot
Hedging with Crop Yield Futures: A Mean‐Variance Analysis
inferred← citeshttps://doi.org/10.24382/4915openalex-snapshot
Suitability of selected raw materials and by-products in formulated feeds for Nile tilapia Oreochromis niloticus and African catfish Clarias gariepinus
inferred← citeshttps://doi.org/10.3390/jrfm4010133openalex-snapshot
Multiperiod Hedging using Futures: Mean Reversion and the Optimal Hedging Path
inferred← citeshttps://doi.org/10.5950/0738-1360-26.4.343openalex-snapshot
Are Prices or Biology Driving the Short-Term Supply of Farmed Salmon?
inferred← citeshttps://doi.org/10.7835/jcc-berj-2010-0036openalex-snapshot
Forecasting Commodity Prices with Switching Regimes: The Case of Fishmeal Prices
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