Estimation of the Optimal Futures Hedge

Author:

Cecchetti Stephen G.,Cumby Robert E.,Figlewski Stephen

Publisher

JSTOR

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Cited by 285 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

1. Hedging performance analysis of energy markets: Evidence from copula quantile regression;Journal of Futures Markets;2023-12-26

2. Hedging with futures during nonconvergence in commodity markets;Journal of Commodity Markets;2023-12

3. Hedging With Futures;International Journal of Applied Behavioral Economics;2023-11-17

4. Swap variance hedging and efficiency: The role of high moments;Journal of Financial Research;2023-05-02

5. Optimal Hedge Ratio Estimation for Bitcoin Futures using Kalman Filter;2023 IEEE International Conference on Blockchain and Cryptocurrency (ICBC);2023-05-01

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