A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models
Kuangxi Su, Yinhong Yao, Chengli Zheng, Wenzhao Xie
| Year of publication: |
2023
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|---|---|
| Authors: | Su, Kuangxi ; Yao, Yinhong ; Zheng, Chengli ; Xie, Wenzhao |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 83.2023, p. 35-50
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| Subject: | Crude oil risk hedging | Hedging performance | Hybrid model | Minimum-CVaR | Hedging | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Ölmarkt | Oil market | Ölpreis | Oil price | Derivat | Derivative | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.08.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014239896