Are commodity futures a hedge against inflation? : a Markov-switching approach
Year of publication: |
2023
|
---|---|
Authors: | Liu, Chunbo ; Zhang, Xuan ; Zhou, Zhiping |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 86.2023, p. 1-13
|
Subject: | Commodity futures | Industrial metals | Inflation hedge | Markov-switching models | Inflation | Rohstoffderivat | Commodity derivative | Hedging | Markov-Kette | Markov chain | Warenbörse | Commodity exchange | Schätzung | Estimation | Derivat | Derivative |
-
Are commodity futures a hedge against inflation? A Markov-switching approach
Liu, Chunbo, (2021)
-
Živkov, Dejan, (2022)
-
A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio, (2015)
- More ...
-
Are commodity futures a hedge against inflation? A Markov-switching approach
Liu, Chunbo, (2021)
-
From funding liquidity to market liquidity: Evidence from the index options market
Liu, Chunbo, (2018)
-
From Funding Liquidity to Market Liquidity : Evidence from the Index Options Market
Liu, Chunbo, (2021)
- More ...