Hedging effectiveness and futures contract maturity: The case of NYMEX crude oil futures

Ronald D Ripple, Imad Ahmed Moosa

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	683 - 689
Number of pages	7
Journal	Applied Financial Economics
Volume	17
Issue number	9
Publication status	Published - 2007

Cite this

@article{559d6110f74f47c19248a6c02183236b,

title = "Hedging effectiveness and futures contract maturity: The case of NYMEX crude oil futures",

author = "Ripple, {Ronald D} and Moosa, {Imad Ahmed}",

year = "2007",

language = "English",

volume = "17",

pages = "683 -- 689",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Taylor & Francis",

number = "9",

}