Pages that link to "Item:Q377447"
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The following pages link to Mean-variance hedging with oil futures (Q377447):
Displaying 9 items.
- Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (Q322504) (← links)
- Mean-variance hedging in the presence of estimation risk (Q2059297) (← links)
- Optimal futures hedging strategies based on an improved kernel density estimation method (Q2100488) (← links)
- The global minimum variance hedge (Q2211002) (← links)
- Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option (Q2422168) (← links)
- Dynamic hedging strategy based on long-term investment perspective: crude oil futures portfolio for case analysis (Q3132143) (← links)
- (Q3609346) (← links)
- Hedging mean-reverting commodities (Q5851041) (← links)
- Appraising the convenience of a call-based dynamical hedging strategy for an oil-company (Q6064214) (← links)