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Marionettes behind co-movement of commodity prices : roles of speculative and hedging activities
Wu, Nan; Wen, Fenghua; Gong, Xu - In: Energy economics 115 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013541835
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Commodity price risk management and fiscal policy in a sovereign default model
Lopez-Martin, Bernabe; Leal, Julio; Fritscher, Andre … - In: Journal of international money and finance 96 (2019), pp. 304-323
Persistent link: https://www.econbiz.de/10012139835
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Futures hedging effectiveness under the segmentation of bear/bull energy markets
Chang, Chiao-yi; Lai, Jing-yi; Chuang, I-yuan - In: Energy economics 32 (2010) 2, pp. 442-449
Persistent link: https://www.econbiz.de/10003954646
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Hedging crude oil using refined product : a regime switching asymmetric DCC approach
Pan, Zhiyuan; Wang, Yudong; Li, Yang - In: Energy economics 46 (2014), pp. 472-484
Persistent link: https://www.econbiz.de/10011298957
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Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl; Kang, Boda; Nikitopoulos, Christina … - In: Energy economics 40 (2013), pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
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European natural gas seasonal effects on futures hedging
Martínez, Beatriz; Torró, Hipòlit - In: Energy economics 50 (2015), pp. 154-168
Persistent link: https://www.econbiz.de/10011564010
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Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - In: Energy economics 33 (2011) 5, pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
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Hedgers, funds, and small speculators in the energy futures markets : an analysis of the CFTC's Commitments of Traders reports
Sanders, Dwight R.; Boris, Keith; Manfredo, Mark - In: Energy economics 26 (2004) 3, pp. 425-445
Persistent link: https://www.econbiz.de/10002132603
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Offshore hedging strategy of Japan-based wheat traders under multiple sources of risk and hedging costs
Jin, Hyun J.; Koo, Wŏn-hoe - In: Journal of international money and finance 25 (2006) 2, pp. 220-236
Persistent link: https://www.econbiz.de/10003289106
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Optimal international hedging in commodity and currency forward markets
Benninga, Simon; Eldor, Rafael; Zilcha, Itzhak - In: Journal of international money and finance 4 (1985) 4, pp. 537-552
Persistent link: https://www.econbiz.de/10001893568