OPTIMAL FUTURES HEDGE WITH STOCHASTIC BASIS : THE CASE OF OIL FUTURES
Master's
Saved in:
Main Author: | LIN WEIJING |
---|---|
Other Authors: | FINANCE & ACCOUNTING |
Format: | Theses and Dissertations |
Published: |
2020
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/175897 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Hedging with Volatility Futures
by: Kian Guan LIM,
Published: (2016) -
STOCHASTIC CONVENIENCE YIELD MODELS FOR OIL FUTURES PRICES
by: MENG FANYUE
Published: (2021) -
Basis variations and regime shifts in the oil futures market
by: Fong, W.M., et al.
Published: (2013) -
Fractional cointegration and futures hedging
by: Lien, D., et al.
Published: (2011) -
Fractional Cointegration and Futures Hedging
by: TSE, Yiu Kuen, et al.
Published: (1999)