Oil price volatility and real options: 35 years of evidence.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 12, p. 1549, doi. 10.1002/fut.22057
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2019 AND VI 39 AND IP 12
Results: 8
1
2
Flexible covariance dynamics, high‐frequency data, and optimal futures hedging.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 12, p. 1529, doi. 10.1002/fut.22054
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- Publication type:
- Article
3
Time‐series momentum in China's commodity futures market.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 12, p. 1515, doi. 10.1002/fut.22053
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- Publication type:
- Article
4
Multivariate realized volatility forecasts of agricultural commodity futures.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 12, p. 1565, doi. 10.1002/fut.22052
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- Publication type:
- Article
5
How about selling commodity futures losers?
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 12, p. 1489, doi. 10.1002/fut.22051
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- Publication type:
- Article
6
Monte Carlo analysis of methods for extracting risk‐neutral densities with affine jump diffusions.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 12, p. 1587, doi. 10.1002/fut.22049
- By:
- Publication type:
- Article
7
Hedging performance of multiscale hedge ratios.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 12, p. 1613, doi. 10.1002/fut.22047
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- Publication type:
- Article
8
Journal of Futures Markets: Volume 39, Number 12, December 2019.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 12, p. 1487, doi. 10.1002/fut.21953
- Publication type:
- Article