Hedging strategy for crude oil trading and the factors influencing hedging effectiveness
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References listed on IDEAS
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- Su, EnDer, 2013. "Stock index hedge using trend and volatility regime switch model considering hedging cost," MPRA Paper 49190, University Library of Munich, Germany.
- repec:eee:eneeco:v:71:y:2018:i:c:p:253-272 is not listed on IDEAS
- Nongnuch Tantisantiwong, 2013.
"Price Transmission and Effects of Exchange Rates on Domestic Commodity Prices via Offshore and Currency Hedging,"
Dundee Discussion Papers in Economics
278, Economic Studies, University of Dundee.
- Tantisantiwong, Nongnuch, 2013. "Price Transmission and Effects of Exchange Rates on Domestic Commodity Prices via Offshore and Currency Hedging," SIRE Discussion Papers 2013-116, Scottish Institute for Research in Economics (SIRE).
- Su, EnDer, 2017. "Stock index hedging using a trend and volatility regime-switching model involving hedging cost," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 233-254.
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KeywordsCrude oil Complex hedge Hedging effectiveness;
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