Ethanol Hedging Strategies Using Dynamic Multivariate GARCH
Year of publication: |
2016
|
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Authors: | Garcia, Sergio |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | ARCH-Modell | ARCH model | Hedging | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Biokraftstoff | Biofuel | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (29 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 14, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2869307 [DOI] |
Classification: | C32 - Time-Series Models ; c58 ; G13 - Contingent Pricing; Futures Pricing ; G18 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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