Risk management for crude oil futures : an optimal stopping-timing approach
Sabri Boubaker, Zhenya Liu, Yaosong Zhan
| Year of publication: |
2022
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|---|---|
| Authors: | Boubaker, Sabri ; Liu, Zhenya ; Zhan, Yaosong |
| Published in: |
Financial modeling and risk management of energy and environmental instruments and derivates. - Dordrecht, The Netherlands : Springer. - 2022, p. 9-27
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| Subject: | Optimal stopping time | Crude oil futures | Optimal selling time | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Ölmarkt | Oil market | Risikomanagement | Risk management | Ölpreis | Oil price | Suchtheorie | Search theory | Hedging | Warenbörse | Commodity exchange |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-021-04092-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013349892