Mean-variance hedging with oil futures

DOI10.1007/s00780-013-0203-xzbMath1275.91126MaRDI QIDQ377447

Johannes Wissel, Liao Wang

Publication date: 6 November 2013

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/23567

zbMATH Keywords

mean-variance hedging; energy futures market; fuel hedging

Mathematics Subject Classification ID

60H30: Applications of stochastic analysis (to PDEs, etc.)

91G10: Portfolio theory

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