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
Abstract
No abstract available.
Item Type: | Articles |
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Status: | Published |
Refereed: | Yes |
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: | 1756-3607 |
ISSN (Online): | 1756-3615 |
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