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	The optimal hedge strategy of crude oil spot and futures markets: Evidence from a novel method
	Zhao, LT; Meng, Y; Zhang, YJ; Li, YT
刊名	INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS
	2019
卷号	Vol.24 No.1页码:186-203
关键词	copula EVT FIGARCH model oil price optimal hedge ratio VaR
ISSN号	1076-9307
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4738382
专题	湖南大学
作者单位	1.Univ Sci & Technol Beijing, Sch Math & Phys, Beijing, Peoples R China 2.Beijing Inst Technol, Ctr Energy & Environm Policy Res, Beijing, Peoples R China 3.Hunan Univ, Business Sch, Changsha, Hunan, Peoples R China 4.Hunan Univ, Ctr Resource & Environm Management, Changsha, Hunan, Peoples R China
推荐引用方式 GB/T 7714	Zhao, LT,Meng, Y,Zhang, YJ,et al. The optimal hedge strategy of crude oil spot and futures markets: Evidence from a novel method[J]. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS,2019,Vol.24 No.1:186-203.
APA	Zhao, LT,Meng, Y,Zhang, YJ,&Li, YT.(2019).The optimal hedge strategy of crude oil spot and futures markets: Evidence from a novel method.INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS,Vol.24 No.1,186-203.
MLA	Zhao, LT,et al."The optimal hedge strategy of crude oil spot and futures markets: Evidence from a novel method".INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS Vol.24 No.1(2019):186-203.

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