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.
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Type your institution's name in the box below. If your institution is a Wiley customer, it will appear in the list of suggested institutions and you will be able to log in to access content. Some users may also log in directly via OpenAthens.
Please note that there are currently a number of duplicate entries in the list of institutions. We are actively working on fixing this issue and apologize for any inconvenience caused.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!