Crack spread hedging: Accounting for time-varying volatility spillovers in the energy futures markets

Journal of Applied Econometrics

Volumn 17, Issue 3, 2002, Pages 269-289

  Haigh, Michael S ^a   Holt, Matthew T ^b  

^a UNIVERSITY OF MARYLAND   (United States)

^b NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0142118616     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/jae.628     Document Type: Article

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