No. 39-12, December 2019
Index
- Flexible covariance dynamics, high‐frequency data, and optimal futures hedging
- Hedging performance of multiscale hedge ratios
- How about selling commodity futures losers?
- Journal of Futures Markets: Volume 39, Number 12, December 2019
- Monte Carlo analysis of methods for extracting risk‐neutral densities with affine jump diffusions
- Multivariate realized volatility forecasts of agricultural commodity futures
- Oil price volatility and real options: 35 years of evidence
- Time‐series momentum in China's commodity futures market