Price volatility, hedging and variable risk premium in the crude oil market
Author:
Publisher
Wiley
Subject
General Earth and Planetary Sciences,General Environmental Science
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-0076.2006.00161.x/fullpdf
Reference18 articles.
1. Generalized autoregressive conditional heteroskedasticity
2. Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model
3. Estimation of the Optimal Futures Hedge
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