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ArticleHedging with Chinese Metal Futures

Donald D. Lien2007

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Articlegreen2007

Hedging with Chinese Metal Futures

Donald D. Lien · Li Yang

22 citations·0/0 files stored·Global Finance Journal

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Financial Risk and Volatility Modeling Market Dynamics and Volatility Risk Management in Financial Firms

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References

2002Dynamic Conditional Correlation 1996Fractionally integrated generalized autoregressive conditional heteroskedasticity 1979The Hedging Performance of the New Futures Markets 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures 2001Cointegration and Threshold Adjustment 1976The Theory of Hedging and Speculation in Commodity Futures 1960The Theory of Hedging and Speculation in Commodity Futures 1988Business Cycles and the Behavior of Metals Prices

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2018Spillovers, integration and causality in LME non-ferrous metal markets

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Year2007

Typearticle

Published2007-01-01

VenueGlobal Finance Journal

ISSN-L1044-0283

Languageen

Citations22

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.gfj.2008.01.004

openalex_workW3124022787

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