Marginal speculation and hedging in commodity markets
Veysel Ulusoy, Özgür Ünal Onbirler
| Year of publication: |
November 2017
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|---|---|
| Authors: | Ulusoy, Veysel ; Onbirler, Özgür Ünal |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 23.2017, p. 269-282
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| Subject: | Energy commodities | Agricultural commodities | Metals | Futures markets | Marginal speculation | Marginal hedge | Financial speculation | GARCH | DCC | Hedging | Spekulation | Speculation | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Rohstoffmarkt | Commodity market | Derivat | Derivative | Rohstoffpreis | Commodity price | Rohstoffspekulation | Commodity speculation | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2017.07.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011808416