Volatility spillover effects and cross hedging in corn and crude oil futures

Journal of Futures Markets

Volumn 31, Issue 11, 2011, Pages 1052-1075

  Wu, Feng ^a   Guan, Zhengfei ^a   Myers, Robert J ^a  

^a MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 80052399130     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.20499     Document Type: Article

References (22)

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