Linear hedging of crude oil and natural gas
Luděk Benada
| Year of publication: |
2018
|
|---|---|
| Authors: | Benada, Luděk |
| Published in: |
International journal of trade and global markets. - Olney : Inderscience, ISSN 1742-7541, ZDB-ID 2444196-X. - Vol. 11.2018, 4, p. 323-333
|
| Subject: | hedging | futures | naïve portfolio | minimum variance | hedge ratio | hedging effectiveness | Hedging | Rohstoffderivat | Commodity derivative | Portfolio-Management | Portfolio selection | Erdöl | Petroleum | Erdgas | Natural gas |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011999114