Mean-variance hedging with oil futures
Year of publication: |
2013
|
---|---|
Authors: | Wang, Liao ; Wissel, Johannes Stefan |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 17.2013, 4, p. 641-683
|
Subject: | mean-variance hedging | fuel hedging | energy futures market | Hedging | Rohstoffderivat | Commodity derivative | Portfolio-Management | Portfolio selection | Erdöl | Petroleum | Derivat | Derivative | Warenbörse | Commodity exchange |
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