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Time horizon-specific hedging in commodity markets
Power, Gabriel J.; Turvey, Calum Greig - In: Financial hedging, (pp. 245-254). 2009
Persistent link: https://www.econbiz.de/10008799125
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Simultaneity and liquidity in US electricity futures
Avsar, S. Gulay; Goss, Barry A. - In: Debt, risk and liquidity in futures markets, (pp. 191-207). 2008
Persistent link: https://www.econbiz.de/10003590154
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The performance of commodity futures markets : a comparison on China and US wheat futures
Du, Wen; Wang, H. Holly - In: The Chinese economy after WTO accession, (pp. 237-255). 2006
Persistent link: https://www.econbiz.de/10003393207
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Natural gas market liberalization : an examination of UK and US futures and spot prices
Simpson, John L. - In: Energy economics and financial markets, (pp. 175-194). 2013
Persistent link: https://www.econbiz.de/10009693286
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Energy derivatives market dynamics
Bredin, Donal; Ó Ciagáin, Éamonn; Muckley, Cal B. - In: Energy economics and financial markets, (pp. 129-158). 2013
Persistent link: https://www.econbiz.de/10009693306
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Modeling dependency of crude oil price and agricultural commodity prices : a pairwise copulas approach
Boonyanuphong, Phattanan; Songsak Sriboonchitta; … - In: Uncertainty analysis in econometrics with applications …, (pp. 255-267). 2013
Persistent link: https://www.econbiz.de/10009711143
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The information value of excessive speculative trades on price volatility in oil futures markets
Chan, Leo H.; Nguyen, Chi M.; Chan, Kam C. - In: International financial markets, (pp. 1-24). 2013
Persistent link: https://www.econbiz.de/10010204802
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Study on extreme risk measurement of Chinese soybean futures market : VaR based on GARCH model
Li, Ganqiong; Xu, Shiwei; Wang, Shengwei; Yu, Haipeng - In: Proceedings of 2013 world agricultural outlook conference, (pp. 161-171). 2014
Persistent link: https://www.econbiz.de/10010416299
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Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model
Lu, Xun Fa; Lai, Kin Keung; Liang, Liang - In: Methods and applications in natural resources management, (pp. 333-357). 2014
Persistent link: https://www.econbiz.de/10010391496
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Consistent quasi-maximum likelihood estimation with limited information
Miller, Douglas R.; Lee, Sang-hak - In: Maximum likelihood estimation of misspecified models : …, (pp. 149-164). 2003
Persistent link: https://www.econbiz.de/10001916311