Browsing NDSU Theses & Dissertations by Author "Turner, Peter Alistair"
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Determining the Optimal Commodity and Hedge Ratio for Cross-Hedging Jet Fuel
Turner, Peter Alistair (North Dakota State University, 2014)Airlines are exposed to risks in swings in the price of jet fuel. While there are many different options that they can use to hedge this risk, airlines often underutilize them. This study establishes the minimum variance ...