Heating oil spot prices have a variance of 0 21 whereas crude oil futures prices have a variance of 0 32 The correlation between heating oil spot prices and crude oil futures prices is 0 65 What is the minimum variance hedge ratio for hedging heating oil prices with crude oil futures Heating oil s...

The minimum variance hedge ratio h for hedging heating oil prices with crude oi ...

Heating oil spot prices have a variance of 0.21 whereas crude oil futures prices have a...

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Introductory Statistics Exploring The World Through Data

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Heating oil spot prices have a variance of 0.21 whereas crude oil futures prices have a...

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Introductory Statistics Exploring The World Through Data

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