Volatility spillover effects and cross hedging in corn and crude oil futures
Feng Wu; Zhengfei Guan; Robert J. Myers
| Year of publication: |
2011
|
|---|---|
| Authors: | Wu, Feng ; Guan, Zhengfei ; Myers, Robert J. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 31.2011, 11, p. 1052-1075
|
| Subject: | Ölpreis | Oil price | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Mais | Maize | Preis | Price | Hedging | USA | United States | 1992-2009 |
| Extent: | graph. Darst. |
|---|---|
| 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/10009355742