Narrow search
Showing 21 - 30 of 399,597
Cover Image
A re-examination of maturity effect of energy futures price from the perspective of stochastic volatility
Liu, Wei-han - In: Energy economics 56 (2016), pp. 351-362
Persistent link: https://www.econbiz.de/10011664251
Cover Image
The influence of cash flow volatility on firm use of debt of different maturities or zero-debt : international evidence
Keefe, Michael O’Connor; Nguyen, Phoebe Huyen - In: International review of economics & finance : IREF 86 (2023), pp. 684-700
Persistent link: https://www.econbiz.de/10014434507
Cover Image
Hedging : scaling and the investor horizon
Cotter, John; Hanly, Jim - 2010
This paper examines the volatility and covariance dynamics of cash and futures contracts that underlie the Optimal … findings show that the volatility and covariance dynamics may differ considerably depending on the hedging horizon and this …
Persistent link: https://www.econbiz.de/10008810180
Cover Image
Hedging : Scaling and the Investor Horizon
Cotter, John - 2014
This paper examines the volatility and covariance dynamics of cash and futures contracts that underlie the Optimal … findings show that the volatility and covariance dynamics may differ considerably depending on the hedging horizon and this …
Persistent link: https://www.econbiz.de/10013070499
Cover Image
Hedging effectiveness and futures contract maturity : the case of NYMEX crude oil futures
Ripple, Ronald D.; Moosa, Imad A. - In: Applied financial economics 17 (2007) 7/9, pp. 683-689
Persistent link: https://www.econbiz.de/10003491216
Cover Image
Market efficiency among futures with different maturities : evidence from the crude oil futures market
Kawamoto, Kaoru; Hamori, Shigeyuki - In: The journal of futures markets 31 (2011) 5, pp. 487-501
Persistent link: https://www.econbiz.de/10009009222
Cover Image
The long-term structure of commodity futures
Na Jin; Lence, Sergio H.; Hart, Chad E.; Hayes, Dermot James - In: American journal of agricultural economics 94 (2012) 3, pp. 718-735
Persistent link: https://www.econbiz.de/10009576544
Cover Image
Hedging long-term exposures with multiple short-term futures contracts
Neuberger, Anthony - In: The review of financial studies 12 (1999) 2, pp. 429-459
Persistent link: https://www.econbiz.de/10001421830
Cover Image
Commodity forward curve dynamics with inventory information
Vicedom, Sebastian - In: Essays in finance : commodity derivatives, volatility …, (pp. 8-49). 2016
Persistent link: https://www.econbiz.de/10011646898
Cover Image
Derivatives as the price fluctuation risk management for Vietnamese coffee exporters
Dinh Xuan Cuong; Nguyen Quoc Toan - In: Research in world economy 7 (2016) 1, pp. 59-79
Persistent link: https://www.econbiz.de/10011589520