Work

Measuring the hedging effectiveness of commodities

Year: 2018

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2018.09.012

Authors: Pornchai Chunhachinda, Maria E. de Boyrie, Ivelina Pavlova

Institutions: Thammasat University, New Mexico State University, University of Houston - Clear Lake

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Thammasat University

OpenAlex ID: W2893470458

FWCI: 3.304

Cites: 29

Cited by: 25

Related to: 10