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Hedging performance of Chinese stock index futures : an empirical analysis using wavelet analysis and flexible bivariate GARCH approaches

Hou, Yang; Li, Steven - In: Pacific-Basin finance journal 24 (2013), pp. 109-131

Persistent link: https://www.econbiz.de/10010346788

Currency exchange rate risk hedging strategies using MXN/USD MexDer futures contracts

Santillán Salgado, Roberto Joaquín; Ulín-Lastra, … - In: International journal of bonds and derivatives 2 (2016) 3, pp. 186-210

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Efficiency and hedging effectiveness in the NYMEX crude oil futures market

ÇAVUŞOĞLU, Tarkan; GÖKTEN, Soner - In: Iktisat Isletme ve Finans 26 (2011) 308, pp. 29-51

This study aims to investigate the speculative efficiency of the New York Mercantile Exchange (NYMEX) Light Sweet Crude Oil futures market and the effectiveness of these futures contracts in hedging the West Texas Intermediate (WTI) crude oil price risk. The period of interest ranges between...

Persistent link: https://www.econbiz.de/10009359463