Hedging jet fuel price risk: The case of U.S. passenger airlines

Jet fuel accounts for a large portion of passenger airlines' operating costs, and airlines' earnings are susceptible to swings in the price of jet fuel. This study uses daily data over the past two decades to determine the minimum variance hedge ratio for airlines wishing to hedge jet fuel...

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Detalles Bibliográficos
Autores principales: Turner, Peter A., Lim, Siew Hoon
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2015
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7147842/
https://www.ncbi.nlm.nih.gov/pubmed/32572320
http://dx.doi.org/10.1016/j.jairtraman.2015.02.007

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7147842/
https://www.ncbi.nlm.nih.gov/pubmed/32572320
http://dx.doi.org/10.1016/j.jairtraman.2015.02.007

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