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Convenience yield, mean reverting prices, and long memory in the petroleum market
Mazaheri, A., (1999)
Testing the efficiency of the futures market for crude oil in the presence of a structural break
Stevens, Jason, (2014)
New evidence on crude oil market efficiency
Hu, Liang, (2024)
Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald, (2010)
An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis
Lien, Da-hsiang Donald, (2007)
Price discovery in interrelated markets
Lien, Da-hsiang Donald, (2014)