Abdolahi Ezatabadi, M., Najafi, B. (2003).survey the possibilities of using futures and options markets in reducing price volatility in agricultural products of Iran.case of study: pistachio. Seasonal journal of agricultural economic and development. 41-42. 1-25.(in farsi).
Abdolahi Ezatabadi, M., Najafi, B. (2006). Estimation of hedge ratios in futures and option markets for Iran agricultural products and identify the effecting factors on it .case of study: pistachio. Seasonal journal of Science and Technology of Agriculture and Natural Resources. 2. 1-15.(in farsi).
Ai D. (2012). Hedging effectiveness of constant and time varying hedge ratios using futures contracts: the case of Ontario and Alberta Feedlot industries. A thesis presented to the University of Guelph.
Baillie, R. T., Myers, R. J. (1991). Bivariate Garch estimation of the optimal commodity futures hedge. Journal of Applied Econometrics, 6, 109–124.
Bera, A., Garcia, P., & Roh, J. (1997). Estimation of Time-Varying Hedging Ratios for Corns and Soybeans: BGARCH and Random Coefficient Approaches. Sankhya, 59, 346-368.
Brooks, C., Henry O., & Persand, G. (2002). The effects of asymmetries on optimal hedge ratios. Journal of business. 75. 333-352.
Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroskedasticity,” Journal of Econometrics, 31,307-327.
Cecchetti, S. G., Cumby, R. E., &Figlewski, S. (1988). Estimation of the optimal futures hedge. Review of Economics and Statistics, 70, 623–630.
Choudhry, T. (2009). Short-run deviations and time-varying hedge ratios: Evidence from agricultural futures markets. International Review of Financial Analysis .18. 58–65
Collins, R. A. (2000). The Risk Management Effectiveness of Multivariate Hedging Models in the Soy Complex. Journal of Futures Markets, 20, 189-204.
Ederington, L. H. (1979). The hedging performance of the new futures markets. Journal of Finance, 34, 157–170.
Engle, R.F. (1982). “Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation,” Econometrica, 50,987-1007.
Gagnon, L., Lypny G. (1995). “Hedging Short-term Interest Risk under Time-Varying Distributions,” Journal of Futures Markets, 15,767-783.
Garcia, P., Roh, J., & Leuthold, R. M. (1995). Simultaneously Determined, Time- Varying Hedge Ratios in the Soybean Complex. Applied Economics, 27, 1127-1134.
Heydari, H., Mola Bahrami A.(2010). Stock portfolio optimization based on multivariate Garch models: Evidence from Tehran Stock Exchange. Journal of financial research. 30. 35-56. (in farsi).
Hosseini Yekani, A., Zibaei, M.(2010).Determination of different goods for traded in the futures market, Case Study :Agricultural Products .Journal of economic and agricultural development.3. 268-278. ( in farsi).
Jalali Naeini, A.H., Kazemi Manesh, M.,(2004). Study on the change of optimum hedge ratio in the oil market .Seasonal journal of energy economic research. 1. 3-27. ( in farsi).
Junkus, J. C., Lee, C. F. (1985). Use of three index futures in hedging decisions. Journal of Futures Markets, 5, 201–222.
Kroner, K. F., Sultan, J. (1993). Time-varying distributions and dynamic hedging with foreign currency futures. Journal of Financial and Quantitative Analysis, 28, 535–551.
Lien, D., Tse, Y. K., & Tsui, A. K. (2002).
Evaluating the Hedging Performance of Constant-Correlation GARCH model. Applied Financial Economics, 12, 791-198.
Malliaris, A. G., Urrutia, J. L. (1991). The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a hedge: Evidence from foreign currency futures. Journal of Futures Markets, 3, 271–289.
Miffre , J. (2004). Conditional OLS minimum variance hedge ratios. Journal of futures markets. 24. 945-964.
Myers, R.J. (1991). “Estimating Time-Varying Optimal Hedge Ratios on Futures Markets,” Journal of Futures Markets, 11, 39-53.
Myers, R. J., Thompson, S. R. (1989). Generalized optimal hedge ratio estimation. American Journal of Agricultural Economics, 71, 858–868.
Park, T.H., Switzer, L.N. (1995). “Bivariate GARCH Estimation of the Optimal Hedge Ratios for Stock Index Futures: A Note,” Journal of Futures Markets, 15, 61-67.
Pendar M., Shakeri A., and Salami H. (2011). Price risk management of soybean oil Grain imports by futures market instruments. Iranian journal of agricultural development and economic. 4. 279-492. (in farsi).
Tong, W.H.S. (1996). “An Examination of Dynamic Hedging,” Journal of International Money and Finance, 15, 19-35.
Sephton, P. S. (1993a). Hedging wheat and canola at the Winnipeg commodity exchange. Applied Financial Economics, 3, 67–72.
Sephton, P. S. (1993b). Optimal hedge ratios at the Winnipeg commodity exchange. Canadian Journal of Economics, 26, 175–193.
Waldemar A., Caldarelli, C.E., Rocha, C.M., & Martines-Filho, J. G.(2010). Dynamic hedging effectiveness for soybean farmers in Rondonópolis (MT) with futures contracts of BM&F. Organizações Rurais & Agroindustriais, Lavras, v. 12, n. 1, p. 34-45.
Yazdani, S., Kiyani Rad, A.(2004). Revenue insurance, a new paradigm in risk management in agricultural products .Seasonal journal of agricultural economic and development. 47. 47-79. (in farsi).
)