Selective hedging strategies for crude oil futures based on market state expectations
Xing Yu, Xilin Shen, Yanyan Li, Xue Gong
| Year of publication: |
2023
|
|---|---|
| Authors: | Yu, Xing ; Shen, Xilin ; Li, Yanyan ; Gong, Xue |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 57.2023, p. 1-26
|
| Subject: | Herding effect | Model-driven hedging strategies | Multi-input HMM | Selective hedging | State-dependent hedging strategies | Hedging | Rohstoffderivat | Commodity derivative | Währungsderivat | Currency derivative | Derivat | Derivative | Herdenverhalten | Herding | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2023.100845 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014479013