Crack spread hedging: accounting for time-varying volatility spillovers in the energy futures markets
Article first published online: 4 MAR 2002
Copyright © 2002 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 17, Issue 3, pages 269–289, May/June 2002
How to Cite
Haigh, M. S. and Holt, M. T. (2002), Crack spread hedging: accounting for time-varying volatility spillovers in the energy futures markets. J. Appl. Econ., 17: 269–289. doi: 10.1002/jae.628
- Issue published online: 31 MAY 2002
- Article first published online: 4 MAR 2002
- Manuscript Revised: 7 JUN 2001
- Manuscript Received: 18 OCT 1999
- Texas and North Carolina Agricultural Experiment Stations.
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