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person:"Myers, Robert J."
~subject:"Commodity exchange"
~subject:"Spillover effect"
~subject:"USA"
~subject:"United States"
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Myers, Robert J.
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20
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12
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The journal of futures markets
3
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1
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1
Journal of empirical finance
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ECONIS (ZBW)
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1
Volatility spillover effects and cross hedging in corn and crude oil futures
Wu, Feng
;
Guan, Zhengfei
;
Myers, Robert J.
- In:
The journal of futures markets
31
(
2011
)
11
,
pp. 1052-1075
Persistent link: https://www.econbiz.de/10009355742
Saved in:
2
Testing for constant hedge ratios in commodity markets : a multivariate GARCH approach
Moschini, Giancarlo
;
Myers, Robert J.
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 589-603
Persistent link: https://www.econbiz.de/10001712026
Saved in:
3
Estimating time-varying optimal hedge ratios on futures markets
Myers, Robert J.
- In:
The journal of futures markets
20
(
2000
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10001447798
Saved in:
4
Hedging with futures and options under a truncated cash price distribution
Hanson, Steven D.
;
Myers, Robert J.
;
Hilker, James H.
- In:
Journal of agricultural and applied economics
31
(
1999
)
3
,
pp. 449-459
Persistent link: https://www.econbiz.de/10001499791
Saved in:
5
Bivariate garch estimation of the optimal commodity futures hedge
Baillie, Richard
- In:
Journal of applied econometrics
6
(
1991
)
2
,
pp. 109-124
Persistent link: https://www.econbiz.de/10001107425
Saved in:
6
Estimating time-varying optimal hedge ratios on futures markets
Myers, Robert J.
- In:
The journal of futures markets
11
(
1991
)
1
,
pp. 39-53
Persistent link: https://www.econbiz.de/10001101543
Saved in:
7
Generalized optimal hedge ratio estimation
Myers, Robert J.
- In:
American journal of agricultural economics
71
(
1989
)
4
,
pp. 858-868
Persistent link: https://www.econbiz.de/10001080115
Saved in:
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