Optimal futures hedging for energy commodities: An application of the GAS model.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 7, p. 1090, doi. 10.1002/fut.22118
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2020 AND VI 40 AND IP 7
Results: 10
1
2
Trader networks and options risk management.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 7, p. 1031, doi. 10.1002/fut.22117
- By:
- Publication type:
- Article
3
Uncertainty and the volatility forecasting power of option‐implied volatility.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 7, p. 1109, doi. 10.1002/fut.22116
- By:
- Publication type:
- Article
4
Old crop versus new crop prices: Explaining the correlation.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 7, p. 1192, doi. 10.1002/fut.22106
- By:
- Publication type:
- Article
5
The theory of storage in the crude oil futures market, the role of financial conditions.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 7, p. 1160, doi. 10.1002/fut.22113
- By:
- Publication type:
- Article
6
The impact of trading restrictions and margin requirements on stock index futures.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 7, p. 1176, doi. 10.1002/fut.22111
- By:
- Publication type:
- Article
7
Return predictability of variance differences: A fractionally cointegrated approach.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 7, p. 1072, doi. 10.1002/fut.22110
- By:
- Publication type:
- Article
8
Volatility forecasts embedded in the prices of crude‐oil options.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 7, p. 1127, doi. 10.1002/fut.22114
- By:
- Publication type:
- Article
9
Journal of Futures Markets: Volume 40, Number 7, July 2020.
- Published in:
- 2020
- Publication type:
- Table of Contents
10
Hedging costs and joint determinants of premiums and spreads in structured financial products.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 7, p. 1049, doi. 10.1002/fut.22109
- By:
- Publication type:
- Article