Optimal gasoline hedging strategies using futures contracts and exchange-traded funds

Kunlapath Sukcharoen, Hankyeung Choi and David J. Leatham

Year of publication:	2015
Authors:	Sukcharoen, Kunlapath ; Choi, Hankyeung ; Leatham, David J.
Published in:	Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 31/33, p. 3482-3498
Subject:	copulas \| optimal hedging \| futures \| exchange-traded funds \| gasoline \| Hedging \| Derivat \| Derivative \| Benzin \| Gasoline \| Indexderivat \| Index derivative \| Investmentfonds \| Investment Fund \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Multivariate Verteilung \| Multivariate distribution \| Rohstoffderivat \| Commodity derivative \| Futures

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