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subject:"Hedging"
~isPartOf:"Journal of banking & finance"
~person:"Fernandez-Perez, Adrian"
~person:"Lien, Da-hsiang Donald"
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Hedging
Commodity derivative
4
Rohstoffderivat
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ARCH model
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Fernandez-Perez, Adrian
Lien, Da-hsiang Donald
Miffre, Joëlle
2
Alizadeh-Masoodian, Amir H.
1
Basu, Devraj
1
Dark, Jonathan
1
Daskalaki, Charoula
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Dempster, Michael A. H.
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Ederington, Louis H.
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Fuertes, Ana María
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Hilliard, Jimmy E.
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Li, Yang
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Marshall, Ben R.
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Journal of banking & finance
International review of economics & finance : IREF
4
The journal of futures markets
3
Applied economics
1
Applied financial economics
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Global finance journal
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International review of financial analysis
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The journal of alternative investments
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ECONIS (ZBW)
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The skewness of commodity futures returns
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Fuertes, Ana María
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
Saved in:
2
Asymmetric effect of basis on dynamic futures hedging : empirical evidence from commodity markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 187-198
Persistent link: https://www.econbiz.de/10003647092
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