properties under the null hypothesis of zero off-diagonal elements. Dynamic hedging strategies using optimal hedge ratios will be …

results, dynamic hedging strategies will be suggested to analyze market fluctuations in crude oil prices and associated …

gas spot markets, a large number of hedging strategies can be used, especially with the rapid development of natural gas … derivatives markets. These hedging instruments include natural gas futures and options, as well as Exchange Traded Fund (ETF … aspect of constructing optimal dynamic hedging strategies. The paper tests and calculates spillover effects among natural gas …