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Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin; Six, Pierre; Anh Ngoc Lai - In: European journal of operational research : EJOR 250 (2016) 2, pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
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The asymmetric effect of COVID-19 outbreak, commodities prices and policy uncertainty on financial development in China : evidence from QARDL approach
Jiang, Chun; Zhang, Yadi; Razi, Ummara; Hafiz Waqas Kamran - In: Economic research 35 (2022) 1,2, pp. 2003-2022
Persistent link: https://www.econbiz.de/10014381022
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Electricity forward curves with thin granularity : theory and empirical evidence in the hourly EPEXspot market
Caldana, Ruggero; Fusai, Gianluca; Roncoroni, Andrea - In: European journal of operational research : EJOR 261 (2017) 2, pp. 715-734
Persistent link: https://www.econbiz.de/10011738512
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Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield : do fish jump?
Ewald, Christian; Zou, Yihan - In: European journal of operational research : EJOR 294 (2021) 2, pp. 801-815
Persistent link: https://www.econbiz.de/10012595911
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Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak
Yousaf, Imran; Ali, Shoaib; Bouri, Elie; Saeed, Tareq - In: Economic research 35 (2022) 1,2, pp. 1913-1934
Persistent link: https://www.econbiz.de/10014381000
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The effects of skewness on hedging decisions: an application of the skew-normal distribution in WTI and Brent futures
Yu, Xing; Wang, Xinxin; Wang, Yuxia; Li, Yanyan - In: Economic research 35 (2022) 1,3, pp. 3099-3118
Persistent link: https://www.econbiz.de/10014383582