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~person:"McAleer, Michael"
~isPartOf:"Working Papers in Economics"
~subject:"Futures"
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Futures
Stochastic dominance
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risk averter
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futures market
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risk seeker
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spot market
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mean-variance
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value-at-risk
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credit risk
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currency and commodity markets
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McAleer, Michael
Hammoudeh, Shawkat
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Department of Economics and Finance, College of Business and Economics
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Working Papers in Economics
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Risk Management and Financial Derivatives: An Overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
Department of Economics and Finance, College of …
-
2012
cor-relations and volatility spillovers between crude oil and stock index returns,
pricing
exotic options using the Wang …
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