What is a better cross-hedge for energy: Equities or other commodities?
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference45 articles.
1. The (de)merits of minimum-variance hedging: Application to crack spread;Alexander;Energy Economics,2013
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3. Cross hedging;Anderson;Journal of Political Economy,1981
4. Understanding international commodity price fluctuations;Areski;Journal of International Money and Finance,2014
5. Bivariate GARCH estimation of the optimal commodity futures hedge;Baillie;Journal of Applied Econometrics,1991
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