AN INVESTIGATION OF SOME HEDGING STRATEGIES FOR CRUDE OIL MARKET
This paper examines the performance of bivariate volatility models for the crude oil spot and future returns of the WTI type barrel prices. Besides the volatility of spot and future crude oil barrel returns time series, the hedge ratio strategy is examined through the hedge effectiveness. Thus this...
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| Format: | Article |
| Language: | English |
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EconJournals
2013-01-01
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| Series: | International Journal of Energy Economics and Policy |
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| Online Access: | http://www.econjournals.com/index.php/ijeep/article/view/340/189 |