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Optimal futures hedging strategies based on an improved kernel density estimation method (Q2100488)

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scientific article; zbMATH DE number 7621721
Language Label Description Also known as
English
Optimal futures hedging strategies based on an improved kernel density estimation method
scientific article; zbMATH DE number 7621721

    Statements

    title
    Optimal futures hedging strategies based on an improved kernel density estimation method (English)
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    author
    Xing Yu
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    Xinxin Wang
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    Wei-Guo Zhang
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    Zijin Li
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    publication date
    22 November 2022
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    zbMATH Keywords
    futures hedging
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    improved kernel density estimation
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    ARCH model
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    lower partial moment
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    genetic algorithm
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    crude oil price
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    62G07
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    62M10
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    zbMATH DE Number
    7621721
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    OpenAlex ID
    W3195711635
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