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Hedging with two futures contracts : simplicity pays
Carbonez, Katelijne A. E.; Nguyen, Thi Tuong Van; … - In: European financial management : the journal of the … 17 (2011) 5, pp. 806-834
Persistent link: https://www.econbiz.de/10009388244
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Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin; Six, Pierre; Anh Ngoc Lai - In: European journal of operational research : EJOR 250 (2016) 2, pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
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A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio; Paladino, Giovanna - In: Journal of financial markets 25 (2015), pp. 1-15
Persistent link: https://www.econbiz.de/10011477250
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Inflation hedging with commodities : a wavelet analysis of seven centuries worth of data
Zaremba, Adam; Umar, Zaghum; Mikutowski, Mateusz - In: Economics letters 181 (2019), pp. 90-94
Persistent link: https://www.econbiz.de/10012121850
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Hedging effectiveness of European wheat futures markets : an application of multivariate GARCH models
Zuppiroli, Marco; Revoredo Giha, César L. - In: International journal of applied management science 8 (2016) 2, pp. 132-148
Persistent link: https://www.econbiz.de/10011636094
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Commodity price volatility & time varying hedge ratios : evidence from notional commodity futures indices of India
Kumar, Santhosh; Lagesh, M. A. - In: Finance India : the quarterly journal of Indian … 28 (2014) 2, pp. 515-528
Persistent link: https://www.econbiz.de/10010421800
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Do hedging and speculative pressures drive commodity prices, or the other way round?
Lehecka, Georg V. - In: Empirical economics : a journal of the Institute for … 49 (2015) 2, pp. 575-603
Persistent link: https://www.econbiz.de/10011333378
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Marginal speculation and hedging in commodity markets
Ulusoy, Veysel; Onbirler, Özgür Ünal - In: Finance research letters 23 (2017), pp. 269-282
Persistent link: https://www.econbiz.de/10011808416
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Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness
Dutta, Anupam; Noor, Md Hasib - In: Cogent economics & finance 5 (2017) 1, pp. 1-15
Although a large number of empirical papers have examined the price spillover in global oil and non-energy commodity markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal this gap by investigating the volatility cross effects...
Persistent link: https://www.econbiz.de/10011881040
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The skewness of commodity futures returns
Fernandez-Perez, Adrian; Frijns, Bart; Fuertes, Ana María - In: Journal of banking & finance 86 (2018), pp. 127-142
Persistent link: https://www.econbiz.de/10011962440