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~isPartOf:"Journal of applied econometrics"
~subject:"Hedging"
~subject:"Theorie"
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Hedging
Theorie
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9
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6
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Fong, Wai-mun
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Haigh, Michael S.
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Journal of applied econometrics
Energy economics
56
The journal of futures markets
47
International review of financial analysis
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20
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Journal of banking & finance
18
International review of economics & finance : IREF
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Journal of commodity markets
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European review of agricultural economics : ERAE
7
International Journal of Energy Economics and Policy : IJEEP
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Journal of agricultural and applied economics
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Journal of financial and quantitative analysis : JFQA
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Research in international business and finance
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The journal of finance : the journal of the American Finance Association
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The handbook of commodity investing
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Finance India : the quarterly journal of Indian Institute of Finance
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Journal of empirical finance
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Global finance journal
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International journal of theoretical and applied finance
4
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of agricultural economics
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Journal of financial markets
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Journal of international money and finance
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Partially overlapping time series : a new model for volatility dynamics in commodity futures
Smith, Aaron D.
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 405-422
Persistent link: https://www.econbiz.de/10002807215
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2
Crack spead hedging : accounting for time-varying volatility spillovers in the energy futures markets
Haigh, Michael S.
;
Holt, Matthew T.
- In:
Journal of applied econometrics
17
(
2002
)
3
,
pp. 269-289
Persistent link: https://www.econbiz.de/10001676815
Saved in:
3
Modelling the conditional volatility of commodity index futures as a regime switching process
Fong, Wai-mun
;
See, Kim Hock
- In:
Journal of applied econometrics
16
(
2001
)
2
,
pp. 133-163
Persistent link: https://www.econbiz.de/10001573886
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