Dynamic Price Jump and Hedging Effectiveness for the Minimum Variance Hedging Portfolio:The Case of Brent Crude Oil and Futures Price
碩士 === 淡江大學 === 管理科學學系碩士班 === 100 === The international political and economic effect the crude oil price volatility dramatically. One of the main topics is hedging for the crude oil price volatility of the investors. Crude oil spot and futures prices exist to discontinuously depend on rare events o...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/63357539003668694281 |