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Neyhard, James; Tauer, Loren W.; Gloy, Brent - In: Journal of agricultural and applied economics 45 (2013) 2, pp. 313-327

Persistent link: https://www.econbiz.de/10009757070

Crude oil futures markets : another look into traders' positions

Tokic, Damir - In: Journal of derivatives & hedge funds 19 (2013) 4, pp. 321-342

Persistent link: https://www.econbiz.de/10010259393

Optimal cross-hedging under futures mispricing : a note

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Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances

Chang, Chia-Lin; McAleer, Michael; Wang, Yanghuiting - 2016 - Revised: June, 2016

derivatives markets. These hedging instruments include natural gas futures and options, as well as Exchange Traded Fund (ETF … spot, futures and ETF markets using the multivariate conditional volatility diagonal BEKK model. The data used include … natural gas spot and futures returns data from two major international natural gas derivatives markets, namely NYMEX (USA) and …

Persistent link: https://www.econbiz.de/10011490999

Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China

Chang, Chia-Lin; McAleer, Michael; Tian, Jiarong - 2016 - Revised: June, 2016

oil derivatives, specifically futures, and stock index returns in UK and USA. The paper will also analyze the Chinese …

Persistent link: https://www.econbiz.de/10011520514

Dynamic hedging in stock index futures via copula multiplicative error model

Chen, Wen-Chin; Liu, Kai-ping; Yang, Yung-lieh; Lai, Yi-hao - In: Applied economics letters 21 (2014) 10/12, pp. 801-805

Persistent link: https://www.econbiz.de/10010416262

Hedging price risk when no direct hedge vehicle exists : the case of silicon

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The impact of jumps and thin trading on realised hedge ratios

Dungey, Mardi H.; Henry, Ólan Thomas John; Hvozdyk, … - 2012

Persistent link: https://www.econbiz.de/10009671885

Risk aversion, bank funding risk and futures hedging

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Persistent link: https://www.econbiz.de/10010462898

Optimal gasoline hedging strategies using futures contracts and exchange-traded funds

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