Crude oil hedging strategies using dynamic multivariate GARCH
| Year of publication: |
2011
|
|---|---|
| Authors: | Chang, Chia-Lin ; McAleer, Michael ; Tansuchat, Roengchai |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 33.2011, 5, p. 912-924
|