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A maximal affine stochastic volatility model of oil prices
Hughen, W. Keener - In: The journal of futures markets 30 (2010) 2, pp. 101-133
Persistent link: https://www.econbiz.de/10003962429
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Estimation and hedging effectiveness of time-varying hedge ratio: Flexible bivariate garch approaches
Hughen, W. Keener - In: The journal of futures markets 30 (2010) 1, pp. 71-100
Persistent link: https://www.econbiz.de/10008348714
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Hedging multiple price and quantity exposures
Giaccotto, Carmelo; Hegde, Shantaram P.; McDermott, John B. - In: The journal of futures markets 21 (2001) 2, pp. 145-172
Persistent link: https://www.econbiz.de/10001542994
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Hedging Multiple Price and Quantity Exposures
Giaccotto, Carmelo; Hegde, Shantaram P.; Mcdermott, John B. - In: The journal of futures markets 21 (2001) 2, pp. 145-172
Persistent link: https://www.econbiz.de/10006834209