Author:
Chun Dohyun,Cho Hoon,Kim Jihun
Subject
General Energy,Economics and Econometrics
Reference74 articles.
1. Does the Stock Index Futures Market Tend to Lead the Cash? New Evidence From the FTSE 100 Stock Index Futures Market;Abhyankar,1996
2. Stochastic behavior of crude oil prices: a GARCH investigation;Abosedra;J. Energy Dev.,1996
3. Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios;Alizadeh;Appl. Econ.,2004
4. A General Test for Nonlinear Granger Causality: Bivariate Model;Baek,1992
5. Bivariate GARCH estimation of the optimal commodity futures hedge;Baillie;J. Appl. Econ.,1991
Cited by
23 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献