Evaluating the hedging effectiveness in crude palm oil futures market during financial crises

You-How Go; Wee-Yeap Lau

Year of publication:	2015
Authors:	Go, You-How ; Lau, Wee-Yeap
Published in:	The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 16.2015, 1, p. 52-69
Subject:	generalized autoregressive conditional heteroskedasticity (GARCH) model \| basis term \| minimum-variance hedge ratios and hedging effectiveness \| Hedging \| ARCH-Modell \| ARCH model \| Rohstoffderivat \| Commodity derivative \| Palmöl \| Palm oil \| Volatilität \| Volatility

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