Marginal speculation and hedging in commodity markets
Year of publication: |
November 2017
|
---|---|
Authors: | Ulusoy, Veysel ; Onbirler, Özgür Ünal |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 23.2017, p. 269-282
|
Subject: | Energy commodities | Agricultural commodities | Metals | Futures markets | Marginal speculation | Marginal hedge | Financial speculation | GARCH | DCC | Hedging | Spekulation | Speculation | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Rohstoffmarkt | Commodity market | Rohstoffpreis | Commodity price | Derivat | Derivative | ARCH-Modell | ARCH model |
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