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subject:"Hedging"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Forecasting model"
~subject:"United States"
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
The journal of futures markets
136
Energy economics
115
Working paper / National Bureau of Economic Research, Inc.
38
American journal of agricultural economics
28
Finance research letters
27
International review of economics & finance : IREF
27
International review of financial analysis
26
Economic modelling
23
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
23
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22
Journal of banking & finance
22
The energy journal
22
Journal of agricultural and applied economics
17
Journal of international money and finance
17
NBER working paper series
17
Working paper
16
Applied financial economics
14
International journal of forecasting
14
Journal of commodity markets
14
Research in international business and finance
13
Ethnic Chicago
12
International Journal of Energy Economics and Policy : IJEEP
12
The review of financial studies
12
Agricultural economics : the journal of the International Association of Agricultural Economists
11
Applied economics letters
11
IMF working papers
11
European review of agricultural economics : ERAE
10
Journal of forecasting
10
Econometric Institute research papers
8
Economics letters
8
International journal of finance & economics : IJFE
8
The journal of alternative investments
8
CESifo working papers
7
The North American journal of economics and finance : a journal of financial economics studies
7
Agricultural finance review
6
Discussion paper / Centre for Economic Policy Research
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
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1
Commodity futures prices : more evidence on forecast power, risk premia and the theory of storage
Brooks, Chris
;
Prokopczuk, Marcel
;
Wu, Yingying
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10009721369
Saved in:
2
Do the pure martingale and joint normality hypotheses hold for futures contracts? : implications for the optimal hedge ratios
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The quarterly review of economics and finance : journal …
48
(
2008
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10003683377
Saved in:
3
A semiparametric estimation of the optimal hedge ratio
Ai, Chunrong
;
Chatrath, Arjun
;
Song, Frank M.
- In:
The quarterly review of economics and finance : journal …
47
(
2007
)
2
,
pp. 366-381
Persistent link: https://www.econbiz.de/10003492932
Saved in:
4
Wavelet domain correlation between the futures prices of natural gas and oil
Tonn, Victor Lux
;
Li, H. C.
;
McCarthy, Joseph
- In:
The quarterly review of economics and finance : journal …
50
(
2010
)
4
,
pp. 408-414
Persistent link: https://www.econbiz.de/10009247691
Saved in:
5
Aggressive dealer pricing
Locke, Peter R.
;
Pattarake Sarajoti
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
4
,
pp. 559-573
Persistent link: https://www.econbiz.de/10002375626
Saved in:
6
Extreme-value and margin setting with and without price limits
Broussard, John Paul
- In:
The quarterly review of economics and finance : journal …
41
(
2001
)
3
,
pp. 365-385
Persistent link: https://www.econbiz.de/10001602994
Saved in:
7
Sheep in wolves' clothing? : Speculators and price volatility in petroleum futures
Weiner, Robert J.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
2
,
pp. 391-400
Persistent link: https://www.econbiz.de/10001712155
Saved in:
8
The impact of margins in futures markets : evidence from the gold and silver markets
Chatrath, Arjun
;
Adrangi, Bahram
;
Allender, Mary Elizabeth
- In:
The quarterly review of economics and finance : journal …
41
(
2001
)
2
,
pp. 279-294
Persistent link: https://www.econbiz.de/10001579686
Saved in:
9
Natural gas price, market fundamentals and hedging effectiveness
Song Zan Chiou Wei
;
Chen, Sheng-Hung
;
Zhu, Zhen
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 321-337
Persistent link: https://www.econbiz.de/10012431299
Saved in:
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