Citations (35)
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Xiaojie Xu & Yun Zhang. (2023) Scrap steel price forecasting with neural networks for east, north, south, central, northeast, and southwest China and at the national level. Ironmaking & Steelmaking 0:0, pages 1-15.
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Yang Qu & Pan Xiong. (2019) Empirical study on the efficiency of the stock index futures market from the information and functional perspectives – empirical evidence from China. Economic Research-Ekonomska Istraživanja 32:1, pages 3733-3753.
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Yuanyuan Zhang & Taufiq Choudhry. (2015) Forecasting the daily dynamic hedge ratios by GARCH models: evidence from the agricultural futures markets. The European Journal of Finance 21:4, pages 376-399.
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Abdulnasser Hatemi-J & Eduardo Roca. (2014) Estimating the optimal hedge ratio in the presence of potential unknown structural breaks. Applied Economics 46:8, pages 790-795.
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Janchung Wang. (2008) Degree of market imperfections: evidence from four Asian index futures markets. Applied Financial Economics 18:15, pages 1233-1246.
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Yuan-Hung Hsu Ku, Ho-Chyuan Chen & Kuang-Hua Chen. (2007) On the application of the dynamic conditional correlation model in estimating optimal time-varying hedge ratios. Applied Economics Letters 14:7, pages 503-509.
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Matteo Manera, Michael McAleer & Margherita Grasso. (2006) Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns. Applied Financial Economics 16:7, pages 525-533.
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P. Malo & A. Kanto. (2006) Evaluating Multivariate GARCH Models in the Nordic Electricity Markets. Communications in Statistics - Simulation and Computation 35:1, pages 117-148.
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Jian Yang
, David A. Bessler & Hung-Gay Fung. (2004) The informational role of open interest in futures markets. Applied Economics Letters 11:9, pages 569-573.
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Articles from other publishers (26)
Xiaojie Xu & Yun Zhang. (2023) Edible oil wholesale price forecasts via the neural network. Energy Nexus 12, pages 100250.
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Xiaojie Xu & Yun Zhang. (2022) Steel price index forecasting through neural networks: the composite index, long products, flat products, and rolled products. Mineral Economics 36:4, pages 563-582.
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Xiaojie Xu & Yun Zhang. (2023) Price forecasts of ten steel products using Gaussian process regressions. Engineering Applications of Artificial Intelligence 126, pages 106870.
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Xiaojie Xu & Yun Zhang. (2023) Wholesale Food Price Index Forecasts with the Neural Network. International Journal of Computational Intelligence and Applications.
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Xiaojie Xu & Yun Zhang. (2023) Yellow corn wholesale price forecasts via the neural network. EconomiA 24:1, pages 44-67.
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Xiaojie Xu & Yun Zhang. (2023) China mainland new energy index price forecasting with the neural network. Energy Nexus 10, pages 100210.
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Xiaojie Xu & Yun Zhang. (2022) Coking coal futures price index forecasting with the neural network. Mineral Economics 36:2, pages 349-359.
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Xiaojie Xu & Yun Zhang. (2023) Corn cash-futures basis forecasting via neural networks. Advances in Computational Intelligence 3:2.
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Xiaojie Xu & Yun Zhang. (2022) Canola and soybean oil price forecasts via neural networks. Advances in Computational Intelligence 2:5.
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Xiaojie Xu & Yun Zhang. (2022) Thermal coal price forecasting via the neural network. Intelligent Systems with Applications 14, pages 200084.
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Xiaojie Xu & Yun Zhang. (2022) Soybean and Soybean Oil Price Forecasting through the Nonlinear Autoregressive Neural Network (NARNN) and NARNN with Exogenous Inputs (NARNN–X). Intelligent Systems with Applications 13, pages 200061.
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Carlotta Penone, Elisa Giampietri & Samuele Trestini. (2021) Hedging Effectiveness of Commodity Futures Contracts to Minimize Price Risk: Empirical Evidence from the Italian Field Crop Sector. Risks 9:12, pages 213.
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Nguyễn Thị Nhung, Nguyen Nhu Ngan, Tran Thi Hong & Nguyen Dinh Cuong. (2020) Hedging with commodity futures: evidence from the coffee market in Vietnam. Investment Management and Financial Innovations 17:4, pages 61-75.
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Martin T. Bohl & Martin Stefan. (2019) Return dynamics during periods of high speculation in a thinly traded commodity market. Journal of Futures Markets 40:1, pages 145-159.
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Hui Qu, Tianyang Wang, Yi Zhang & Pengfei Sun. (2019) Dynamic hedging using the realized minimum-variance hedge ratio approach – Examination of the CSI 300 index futures. Pacific-Basin Finance Journal 57, pages 101048.
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Ikram Jebabli & David Roubaud. (2018) Time-varying efficiency in food and energy markets: Evidence and implications. Economic Modelling 70, pages 97-114.
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Meenakshi Malhotra. (2015) Evaluating the Hedging Performance of Oil and Oilseeds Futures in India. Paradigm 19:2, pages 184-196.
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John Hua Fan, Eduardo Roca & Alexandr Akimov. (2013) Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Scheme. Australian Journal of Management 39:1, pages 73-91.
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Janchung Wang & Hsinan Hsu. (2010) Hedge Ratio Stability and Hedging Effectiveness of Time‐Varying Hedge Ratios in Volatile Index Futures Markets: Evidence from the Asian Financial Crisis*. Asia-Pacific Journal of Financial Studies 39:5, pages 659-686.
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김진호 & 서병선. (2010) Transmission of Price and Volatility in International Commodity, Bonds, and Stock Markets. KUKJE KYUNGJE YONGU 16:2, pages 1-29.
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Giovanna Zanotti, Giampaolo Gabbi & Manuela Geranio. (2010) Hedging with futures: Efficacy of GARCH correlation models to European electricity markets. Journal of International Financial Markets, Institutions and Money 20:2, pages 135-148.
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Sung Yong Park & Sang Young Jei. (2009) Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches. Journal of Futures Markets 30:1, pages 71-99.
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Pekka Malo. (2009) Modeling electricity spot and futures price dependence: A multifrequency approach. Physica A: Statistical Mechanics and its Applications 388:22, pages 4763-4779.
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Christian M. Dahl & Emma M. Iglesias. (2009) Volatility spill-overs in commodity spot prices: New empirical results. Economic Modelling 26:3, pages 601-607.
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Taufiq Choudhry. (2009) Short-run deviations and time-varying hedge ratios: Evidence from agricultural futures markets. International Review of Financial Analysis 18:1-2, pages 58-65.
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Ashutosh Roy. (2008) Dynamics of Spot and Future Markets in Indian Wheat Market: Issues and Implications. SSRN Electronic Journal.
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