The effects of skewness on hedging decisions: an application of the skew-normal distribution in WTI and Brent futures

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Veröffentlicht in:Economic research
1. Verfasser: Yu, Xing (VerfasserIn)
Weitere Verfasser: Wang, Xinxin (VerfasserIn), Wang, Yuxia (VerfasserIn), Li, Yanyan (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2022
Schlagworte:
Futures hedging > risk measure > hedge efficiency > skew-normal distribution > crude oil markets > Aufsatz in Zeitschrift
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