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The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang; Lee, Chingnun - In: International review of economics & finance : IREF 69 (2020), pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
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Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - In: International review of economics & finance : IREF 40 (2015), pp. 204-216
Persistent link: https://www.econbiz.de/10011573581
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A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models
Su, Kuangxi; Yao, Yinhong; Zheng, Chengli; Xie, Wenzhao - In: International review of economics & finance : IREF 83 (2023), pp. 35-50
Persistent link: https://www.econbiz.de/10014239896
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Trader positions and the price of oil in the futures market
Dedi, Valentina; Mandilaras, Alex - In: International review of economics & finance : IREF 82 (2022), pp. 448-460
Persistent link: https://www.econbiz.de/10013543245
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Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen; Geng, Peixuan; Fan, Ying - In: International review of economics & finance : IREF 88 (2023), pp. 815-842
Persistent link: https://www.econbiz.de/10014474684
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Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen; Geng, Peixuan; Fan, Ying - In: International review of economics & finance : IREF 88 (2023), pp. 815-842
Persistent link: https://www.econbiz.de/10014475040
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Credit risk and bubble behavior of credit default swaps in the corporate energy sector
Cervera, Ignacio; Figuerola-Ferretti, Isabel - In: International review of economics & finance : IREF 89 (2024) 1, pp. 702-731
Persistent link: https://www.econbiz.de/10014446517