Hedging or speculation in derivative markets: the case of energy futures contracts

ISSN： 1744-6546

Source： Applied Financial Economics Letters, Vol.2, Iss.3, 2006-05, pp. : 189-192

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Hedging downside risk with futures contracts

By Lien Donald Tse Yiu Kuen

Applied Financial Economics, Vol. 10, Iss. 2, 2000-04 ,pp. : 163-170

Routledge Ltd

Access to resources Recommend Favorite

Does futures speculation stabilize spot prices? Evidence from metals markets

By Kocagil Ahmet Enis

Applied Financial Economics, Vol. 7, Iss. 1, 1997-01 ,pp. : 115-125

Routledge Ltd

Access to resources Recommend Favorite

Hedging effectiveness and futures contract maturity: the case of NYMEX crude oil futures

By Ripple Ronald D. Moosa Imad A.

Applied Financial Economics, Vol. 17, Iss. 9, 2007-06 ,pp. : 683-689

Routledge Ltd

Access to resources Recommend Favorite

The profitability of momentum strategies using stock futures contracts in small markets

By Corredor Pilar Muga Luis Santamaria Rafael

Applied Financial Economics Letters, Vol. 2, Iss. 3, 2006-05 ,pp. : 173-177

Routledge Ltd

Access to resources Recommend Favorite

Differential Taxation and Corporate Futures-Hedging

By Wahl Jack E. Broll Udo

FinanzArchiv: Public Finance Analysis, Vol. 63, Iss. 4, 2007-12 ,pp. : 583-590

Mohr Siebeck

Access to resources Recommend Favorite