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Commodity futures hedging, risk aversion and the hedging horizon
Conlon, Thomas; Cotter, John; Gençay, Ramazan - 2012
Persistent link: https://www.econbiz.de/10009755848
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Long-run international diversification/ Thomas Conlon; John Cotter; Ramazan Gençay
Conlon, Thomas; Cotter, John; Gençay, Ramazan - 2015
Persistent link: https://www.econbiz.de/10011296172
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Commodity futures hedging, risk aversion and the hedging horizon
Conlon, Thomas; Cotter, John; Gençay, Ramazan - In: The European journal of finance 22 (2016) 13/15, pp. 1534-1560
Persistent link: https://www.econbiz.de/10011715493
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Long-run wavelet-based correlation for financial time series
Conlon, Thomas; Cotter, John; Gençay, Ramazan - In: European journal of operational research : EJOR 271 (2018) 2, pp. 676-696
Persistent link: https://www.econbiz.de/10011890368