Seeking a shock haven: Hedging extreme upward oil price changes
Author:
Funder
SFI
Publisher
Elsevier BV
Reference68 articles.
1. Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded funds;Arunanondchai;Journal of Commodity Markets,2020
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4. Structural interpretation of vector autoregressions with incomplete identification: Revisiting the role of oil supply and demand shocks;Baumeister;American Economic Review,2019
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