Multiscale hedging with crude oil futures based on EMD method

DOI10.1155/2020/8869839MaRDI QIDQ2214818zbMATH OpenOpenAlexFDO

Authors Cheng Li Zheng, Kuangxi Su

Publication date 10 December 2020

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2020/8869839

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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Cites work

• Coherent measures of risk
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

Cited in

(1)

• The impact of investor's view on hedging effectiveness

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