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The model-free equivalence condition for American spread options
Kang, Sang Baum; Létourneau, Pascal - In: Theoretical economics letters 7 (2017) 4, pp. 757-763
Persistent link: https://www.econbiz.de/10011706649
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A new approach to evaluating the cost-efficiency of complex hedging strategies : an application to electricity price-volume quanto contracts
Kang, Sang Baum; Ong, Michael K.; Zhao, Jialin - In: The journal of energy markets 12 (2019) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10012140191
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An analytic hedging model of energy quanto contracts
Kang, Sang Baum; Zhao, Jialin - In: Theoretical economics letters 7 (2017) 4, pp. 737-746
Persistent link: https://www.econbiz.de/10011706614
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Do the basis and other predictors of futures return also predict spot return with the same signs and magnitudes? : evidence from the LME
Jia, Jian; Kang, Sang Baum - In: Journal of commodity markets 25 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013204449