Hedging crude oil derivatives in GARCH-type models

Siu, T.K., Nawar, R. and Ewald, C.-O. (2014) Hedging crude oil derivatives in GARCH-type models. Journal of Energy Markets, 7(1), pp. 1-24.

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Publisher's URL: http://www.risk.net/journal-of-energy-markets/technical-paper/2330799/hedging-crude-oil-derivatives-in-garch-type-models


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Item Type:Articles
Glasgow Author(s) Enlighten ID:Ewald, Professor Christian
Authors: Siu, T.K., Nawar, R., and Ewald, C.-O.
College/School:College of Social Sciences > Adam Smith Business School > Economics
Journal Name:Journal of Energy Markets
Publisher:Incisive Media Ltd.
ISSN (Online):1756-3615

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