Subject: co - integration
zimin ,
andrea reed asked for our help in looking for end - users of steel which might
be used to take a commodity hedge position . she will work on identifying
potential equities or indices which might be used , and then we will analyze
them for correlation or co - integration with steel prices . andrea should be
contacting you next week regarding the project . hector has done
co - integration analysis in the past and has the tools to do this project .
thanks ,
stinson
anrdrea : we will also need you to identify which steel prices / indices
should be used in this analysis .