A good hedge or safe haven? The hedging ability of China's commodity futures market under extreme market conditions.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 7, p. 968, doi. 10.1002/fut.22423
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2023 AND VI 43 AND IP 7
Results: 8
1
2
Hedging options in a hidden Markov‐switching local‐volatility model via stochastic flows and a Monte‐Carlo method.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 7, p. 925, doi. 10.1002/fut.22422
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- Publication type:
- Article
3
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 7, p. 951, doi. 10.1002/fut.22421
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- Publication type:
- Article
4
American strangle options with arbitrary strikes.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 7, p. 880, doi. 10.1002/fut.22419
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- Publication type:
- Article
5
Who pays the liquidity cost? Central bank announcements and adverse selection.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 7, p. 904, doi. 10.1002/fut.22417
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- Publication type:
- Article
6
The impact of Sino–US trade war on price discovery of soybean: A double‐edged sword?
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 7, p. 858, doi. 10.1002/fut.22415
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- Publication type:
- Article
7
Term spreads of implied volatility smirk and variance risk premium.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 7, p. 829, doi. 10.1002/fut.22409
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- Publication type:
- Article
8
Journal of Futures Markets: Volume 43, Number 7, July 2023.
- Published in:
- Journal of Futures Markets, 2023, v. 43, n. 7, p. 827, doi. 10.1002/fut.22352
- Publication type:
- Article