The (de)merits of minimum-variance hedging: Application to the crack spread
| Year of publication: |
2013
|
|---|---|
| Authors: | Alexander, Carol ; Prokopczuk, Marcel ; Sumawong, Anannit |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 36.2013, p. 698-707
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