Futures hedging effectiveness under the segmentation of bear/bull energy markets
Year of publication: |
2010
|
---|---|
Authors: | Chang, Chiao-yi ; Lai, Jing-yi ; Chuang, I-yuan |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 32.2010, 2, p. 442-449
|
Subject: | Rohstoffderivat | Commodity derivative | Hedging | Energiemarkt | Energy market | ARCH-Modell | ARCH model | Welt | World |
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