The effects of skewness on hedging decisions: an application of the skew-normal distribution in WTI and Brent futures

Xing Yu, Xinxin Wang, Yuxia Wang and Yanyan Li

Year of publication:	2022
Authors:	Yu, Xing ; Wang, Xinxin ; Wang, Yuxia ; Li, Yanyan
Published in:	Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 35.2022, 1,3, p. 3099-3118
Subject:	Futures hedging \| risk measure \| hedge efficiency \| skew-normal distribution \| crude oil markets \| Hedging \| Futures \| Statistische Verteilung \| Statistical distribution \| Ölmarkt \| Oil market \| Derivat \| Derivative \| Rohstoffderivat \| Commodity derivative \| Warenbörse \| Commodity exchange

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