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Cointegration, unbiased expectations, and forecasting in the BIFFEX freight futures market
Haigh, Michael S. - In: The journal of futures markets 20 (2000) 6, pp. 545-571
Persistent link: https://www.econbiz.de/10001509975
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Conditional volatility forecasting in a dynamic hedging model
Haigh, Michael S. - In: Journal of forecasting 24 (2005) 3, pp. 155-172
Persistent link: https://www.econbiz.de/10002749011
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Combining time-varying and dynamic multi-period optimal hedging models
Haigh, Michael S.; Holt, Matthew T. - In: European review of agricultural economics : ERAE 29 (2002) 4, pp. 471-500
Persistent link: https://www.econbiz.de/10001728193
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The effect of barge and ocean freight price volatility in international grain markets
Haigh, Michael S.; Bryant, Henry L. - In: Agricultural economics : the journal of the … 25 (2001) 1, pp. 41-58
Persistent link: https://www.econbiz.de/10001584522
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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
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Hedging multiple price uncertainty in international grain trade
Haigh, Michael S.; Holt, Matthew T. - In: American journal of agricultural economics 82 (2000) 4, pp. 881-896
Persistent link: https://www.econbiz.de/10001527508
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Causality in futures markets
Bryant, Henry L.; Bessler, David A.; Haigh, Michael S. - In: The journal of futures markets 26 (2006) 11, pp. 1039-1057
Persistent link: https://www.econbiz.de/10003392000
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Derivative pricing model and time-series approaches to hedging : a comparison
Bryant, Henry L.; Haigh, Michael S. - In: The journal of futures markets 25 (2005) 7, pp. 613-641
Persistent link: https://www.econbiz.de/10002983380