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Booms and busts in commodity markets : bubbles or fundamentals?
Brooks, Chris; Prokopczuk, Marcel; Wu, Yingying - In: The journal of futures markets 35 (2015) 10, pp. 916-938
Persistent link: https://www.econbiz.de/10011392701
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Optimal hedging with higher moments
Brooks, Chris; Černý, Alešs; Miffre, Joëlle - In: The journal of futures markets 32 (2012) 10, pp. 909-945
Persistent link: https://www.econbiz.de/10009999413
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The Cross-Currency Hedging Performance of Implied Versus Statistical Forecasting Models
Brooks, Chris; Chong, James - In: The journal of futures markets 21 (2001) 11, pp. 1043-1070
Persistent link: https://www.econbiz.de/10006830892
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Optimal hedging with higher moments
Brooks, Chris; Černý, Alešs; Miffre, Joëlle - In: The journal of futures markets 32 (2012) 10, pp. 909-944
Persistent link: https://www.econbiz.de/10009612628