Hedging commodities in times of distress : the case of COVID-19
Luiz Augusto Magalhães, Thiago Christiano Silva, Benjamin Miranda Tabak
| Year of publication: |
2022
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|---|---|
| Authors: | Magalhães, Luiz Augusto ; Silva, Thiago Christiano ; Tabak, Benjamin Miranda |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 10, p. 1941-1959
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| Subject: | COVID-19 | market efficiency | econometrics | futures markets | futures-spot basis | transmission channels | Coronavirus | Hedging | Effizienzmarkthypothese | Efficient market hypothesis | Derivat | Derivative | Warenbörse | Commodity exchange | Rohstoffderivat | Commodity derivative | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22365 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013465831