A Markov regime switching approach for hedging energy commodities
| Year of publication: |
2008
|
|---|---|
| Authors: | Alizadeh, Amir H. ; Nomikos, Nikos K. ; Pouliasis, Panos K. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 32.2008, 9, p. 1970-1983
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