Multiscale hedging with crude oil futures based on EMD method

DOI10.1155/2020/8869839zbMATH Open1459.91226OpenAlexW3097040018MaRDI QIDQ2214818FDOQ2214818

Authors: Cheng Li Zheng, Kuangxi Su 

Publication date: 10 December 2020

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

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

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Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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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