Showing 1 - 10 of 147,777
Persistent link: https://www.econbiz.de/10002415581
Persistent link: https://www.econbiz.de/10011587958
Persistent link: https://www.econbiz.de/10014372739
Persistent link: https://www.econbiz.de/10010527318
Persistent link: https://www.econbiz.de/10001641600
, including univariate and multivariate error correction models. London Metal Exchange (LME) lead cash prices, lead futures prices …
Persistent link: https://www.econbiz.de/10012923886
This paper evaluates different hedging strategies for copper futures contracts traded at the London Metal Exchange. We … copper traded at the London Metal Exchange. It is found that the VARMGARCH model estimates of time varying hedge ratio …
Persistent link: https://www.econbiz.de/10013125674
Persistent link: https://www.econbiz.de/10012262242
Persistent link: https://www.econbiz.de/10014533484
Persistent link: https://www.econbiz.de/10000555827