Regret-aversion over different maturities : application to energy futures markets
Makram Bellalah, Amine Ben Amar, Ephraim Clark
| Year of publication: |
2024
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|---|---|
| Authors: | Bellalah, Makram ; Amar, Amine Ben ; Clark, Ephraim |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 1460581-8. - Vol. 241.2024, Art.-No. 111812, p. 1-4
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| Subject: | Energy futures markets | Portfolio selection | Regret | Rohstoffderivat | Commodity derivative | Portfolio-Management | Energiemarkt | Energy market | Ölmarkt | Oil market | Warenbörse | Commodity exchange | Derivat | Derivative | Hedging |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2024.111812 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015078552