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~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~person:"Go, You-How"
~subject:"Deforestation"
~subject:"Palmöl"
~subject:"Ölpreis"
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ARCH model
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Bivariate VAR-threshold GARCH model
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Commodity derivative
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Hedging
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Rohstoffderivat
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hedging effectiveness
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optimal hedge ratio
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Go, You-How
Lau, Wee-Yeap
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The empirical economics letters : a monthly international journal of economics
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Evaluating the hedging effectiveness in Crude Palm Oil futures market : a bivariate threshold GARCH model
Go, You-How
;
Lau, Wee-Yeap
- In:
The empirical economics letters : a monthly …
13
(
2014
)
11
,
pp. 1159-1170
Persistent link: https://www.econbiz.de/10010527301
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