Barati, Karim
(Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ), 2020)
In this research, the optimal hedge ratio (OHR) for crude oil, natural gas, and gasoline spot and futures prices were examined by using the recently developed quantile on quantile (QQ) approach (Sim and Zhou, 2015). Compared ...