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~subject:"China’s fuel oil spot and futures returns"
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China’s fuel oil spot and futures returns
bivariate GARCH and TGARCH
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downside risk
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expected utility
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hedged portfolio returns
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variance reduction
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volatility
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Capital income
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China
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China's fuel oil spot and futures returns
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Commodity derivative
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Derivat
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Erdöl
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Hedging
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Kapitaleinkommen
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Rohstoffderivat
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Singapore
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Singapore's spot market
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Singapore’s spot market
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Chen, Wei
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Ford, James L.
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Discussion papers / Department of Economics, The University of Birmingham
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Volatility and the hedging effectiveness of China fuel oil futures
Chen, Wei
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Ford, James L.
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2010
Persistent link: https://www.econbiz.de/10009374212
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