The Hedging Performance of the New Futures MarketsLouis H. Ederington1979-03-01articleThe Journal of Finance1,566 citationsclosedNo readable copy stored yet — this record is metadata only.Risk Management in Financial FirmsFinancial Markets and Investment StrategiesFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 1,566 citations exist upstream.Cited by1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures2000Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers1991Bivariate garch estimation of the optimal commodity futures Hedge2021Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies2011Crude oil hedging strategies using dynamic multivariate GARCH2014Does Gold Glitter in the Long-Run? Gold as a Hedge and Safe Haven Across Time and Investment Horizon2007On the application of the dynamic conditional correlation model in estimating optimal time-varying hedge ratios2019Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios