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subject:"Hedging"
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Quadratic hedging of risk neutral values
Secomandi, Nicola
- In:
Energy economics
112
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013350771
Saved in:
2
Pure martingale and joint normality tests for energy futures contracts
Shrestha, Keshab
;
Ravichandran K. Subramaniam
;
Rassiah, …
- In:
Energy economics
63
(
2017
),
pp. 174-184
Persistent link: https://www.econbiz.de/10011757917
Saved in:
3
Minimal variance hedging of natural gas derivatives in exponential Lévy models : theory and empirical performance
Ewald, Christian-Olivier
;
Nawar, Roy
;
Siu, Tak Kuen
- In:
Energy economics
36
(
2013
),
pp. 97-107
Persistent link: https://www.econbiz.de/10009724764
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