A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models
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
|
Subject: | Crude oil risk hedging | Hedging performance | Hybrid model | Minimum-CVaR | Hedging | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Derivat | Derivative |
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