What are the appropriate rolled-over series for futures prices : Currency futures contracts?

In the foreign currency markets, risk-averse agents might adopt the exchange-traded currency futures contracts as hedging instruments to minimize the currency variation risk. For the particular lengthy horizon of hedging duration, these hedgers might prefer linking the nearest contracts series into a lengthy single series. This indicates that these hedgers should use an appropriate rolling-over method for splicing various futures contracts without any problem. For finding an appropriate rolling-over tool, this paper deciphers the linking method of Geiss (1995) and tests his linking index of the futures series. This testing result concludes that his linking method might be appropriate or inappropriate. This implies that if a refutable theoretical hypothesis is developed, his linking tool will be powerful.