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Investing in commodity futures markets : can pricing models help?
Paschke, Raphael; Prokopczuk, Marcel - In: The European journal of finance 18 (2012) 1/2, pp. 59-87
Persistent link: https://www.econbiz.de/10009565253
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Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan; Choudhry, Taufiq - In: The European journal of finance 21 (2015) 4/6, pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
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Price discovery in spot and futures markets : a reconsideration
Theissen, Erik - In: The European journal of finance 18 (2012) 9/10, pp. 969-987
Persistent link: https://www.econbiz.de/10009691772
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Better cross hedges with composite hedging? : hedging equity portfolios using financial and commodity futures
Chen, Fei; Sutcliffe, Charles M. S. - In: The European journal of finance 18 (2012) 5/6, pp. 575-595
Persistent link: https://www.econbiz.de/10009615711
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Commodity futures hedging, risk aversion and the hedging horizon
Conlon, Thomas; Cotter, John; Gençay, Ramazan - In: The European journal of finance 22 (2016) 13/15, pp. 1534-1560
Persistent link: https://www.econbiz.de/10011715493
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Energy ETF return jump contagion : a multivariate Hawkes process approach
Yang, Steve Y.; Liu, Yunfeng; Yu, Yangyang; Mo, Sheung … - In: The European journal of finance 28 (2022) 7, pp. 761-783
Persistent link: https://www.econbiz.de/10013373322