1. Hedging performance analysis of energy markets: Evidence from copula quantile regression. (2024). Yu, Xinping ; Ren, Xianling.
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   RePEc:wly:jfutmk:v:44:y:2024:i:3:p:432-450.

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2. A good hedge or safe haven? The hedging ability of Chinas commodity futures market under extreme market conditions. (2023). Xiong, Tao ; Huang, Huilian.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:43:y:2023:i:7:p:968-1035.

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3. Delta hedging and volatility-price elasticity: A two-step approach. (2023). Yang, Xuewei ; Zhu, Peng ; Xia, Kun.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:153:y:2023:i:c:s0378426623001176.

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4. Quantile information share under Markov regime‐switching. (2021). Wang, Ziling ; Yu, Xiaojian ; Lien, Donald.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:41:y:2021:i:4:p:493-513.

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5. Optimal quantile hedging under Markov regime switching. (2021). Wang, Ziling ; Yu, Xiaojian ; Lien, Donald.
   In: Empirical Economics.
   RePEc:spr:empeco:v:60:y:2021:i:5:d:10.1007_s00181-020-01831-5.

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6. The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. (2021). Uddin, Gazi ; Cardia, Michel Ferreira ; Rahman, Md Lutfur ; Vallstrom, Daniel ; Makkonen, Adam.
   In: Energy Economics.
   RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002802.

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7. Quantile hedge ratio for forward freight market. (2020). Chen, Zhenxi ; Gu, Yimiao ; Luo, Meifeng ; Lien, Donald.
   In: Transportation Research Part E: Logistics and Transportation Review.
   RePEc:eee:transe:v:138:y:2020:i:c:s1366554519310099.

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8. The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs. (2018). Jitmaneeroj, Boonlert.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:58:y:2018:i:c:p:282-298.

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9. Quantile hedge ratio for energy markets. (2018). Subramaniam, Ravichandran ; Shrestha, Keshab ; Peranginangin, Yessy ; Suresh, Sheena Sara.
   In: Energy Economics.
   RePEc:eee:eneeco:v:71:y:2018:i:c:p:253-272.

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1. Quantifying Risk in Traditional Energy and Sustainable Investments. (2019). Mora-Valencia, Andrés ; Garcia-Donato, Gonzalo ; Diaz, Antonio.
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2. Stock index hedging using a trend and volatility regime-switching model involving hedging cost. (2017). Su, EnDer.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:47:y:2017:i:c:p:233-254.

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3. Quantile Estimation of Optimal Hedge Ratio. (2016). Shrestha, Keshab ; Wu, Jing ; Lien, Donald.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:36:y:2016:i:2:p:194-214.

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4. Forecasting crude oil market volatility: A Markov switching multifractal volatility approach. (2016). Wang, Yudong ; Yang, LI ; Wu, Chongfeng.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:32:y:2016:i:1:p:1-9.

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5. Optimal hedging in carbon emission markets using Markov regime switching models. (2016). Shi, Yukun ; Philip, Dennis.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:43:y:2016:i:c:p:1-15.

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6. Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment. (2016). Hernandez, Manuel ; De Pace, Pierangelo ; de Nicola, Francesca.
   In: Energy Economics.
   RePEc:eee:eneeco:v:57:y:2016:i:c:p:28-41.

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7. Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data. (2016). GUPTA, RANGAN ; Lux, Thomas ; Segnon, Mawuli.
   In: Energy Economics.
   RePEc:eee:eneeco:v:56:y:2016:i:c:p:117-133.

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8. Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics. (2016). Shalini, Velappan ; Prasanna, Krishna.
   In: Energy Economics.
   RePEc:eee:eneeco:v:53:y:2016:i:c:p:40-57.

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9. Convenience yield in commodity price modeling: A regime switching approach. (2016). Almansour, Abdullah.
   In: Energy Economics.
   RePEc:eee:eneeco:v:53:y:2016:i:c:p:238-247.

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10. Hedging performance of REIT index futures: A comparison of alternative hedge ratio estimation methods. (2016). Zhou, Jian.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:690-698.

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11. Corporate Hedging In Incomplete Markets: A Solution Under Price Transmission. (2016). Luo, Rui ; Fortenbery, T. Randall.
    In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
    RePEc:ags:aaea16:235444.

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12. Short-term Hedging for an Electricity Retailer. (2016). Debbie, Genevieve Gauthier ; Godin, Frederic.
    In: The Energy Journal.
    RePEc:aen:journl:ej37-2-dupuis.

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13. Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH. (2015). Dark, Jonathan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s269-s285.

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14. A regime switching approach for hedging tanker shipping freight rates. (2015). van Dellen, Stefan ; Huang, Chih-Yueh ; Alizadeh, Amir H..
    In: Energy Economics.
    RePEc:eee:eneeco:v:49:y:2015:i:c:p:44-59.

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15. Evaluation of realized multi-power variations in minimum variance hedging. (2015). Hung, Jui-Cheng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:51:y:2015:i:c:p:672-679.

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16. Dynamic Asymmetries in the Electric Consumption of the GCC Countries. (2015). Bunnag, Tanattrin.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2015-02-09.

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17. Hedging Petroleum Futures with Multivariate GARCH Models. (2015). Bunnag, Tanattrin.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2015-01-09.

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18. Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns?. (2015). Pedio, Manuela ; Guidolin, Massimo ; Giampietro, Marta.
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19. Hedging crude oil using refined product: A regime switching asymmetric DCC approach. (2014). Yang, Li ; Wang, Yudong ; Pan, Zhiyuan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:c:p:472-484.

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20. Optimal hedging when the underlying asset follows a regime-switching Markov process. (2014). Franois, Pascal ; Gauthier, Genevieve ; Godin, Frederic.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:237:y:2014:i:1:p:312-322.

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21. Stock index hedge using trend and volatility regime switch model considering hedging cost. (2013). Su, EnDer.
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22. Modeling natural gas market volatility using GARCH with different distributions. (2013). Shan, Xian ; Lv, Xiaodong, .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:22:p:5685-5699.

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23. Commodity futures hedging, risk aversion and the hedging horizon. (2012). Conlon, Thomas ; cotter, john ; Gencay, Ramazan.
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    RePEc:ucd:wpaper:201218.

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24. Optimal Hedging when the Underlying Asset Follows a Regime-switching Markov Process. (2012). Franois, Pascal ; Gauthier, Genevieve ; Godin, Frederic.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1234.

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25. Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach. (2012). JAMMAZI, RANIA.
    In: Energy.
    RePEc:eee:energy:v:37:y:2012:i:1:p:430-454.

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26. Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?. (2012). Wang, Yudong ; Wu, Chongfeng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:6:p:2167-2181.

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27. A multi-stage financial hedging approach for the procurement of manufacturing materials. (2012). Shi, Yuan ; Chu, Lap Keung ; Ni, Jian ; Wu, Feng ; Sculli, Domenic .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:221:y:2012:i:2:p:424-431.

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28. The time-varying and asymmetric dependence between crude oil spot and futures markets: Evidence from the Mixture copula-based ARJI–GARCH model. (2012). Chang, Kuang-Liang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2298-2309.

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29. Hedging the portfolio of raw materials and the commodity under the mark-to-market risk. (2012). Yao, Zheng ; Zhang, Xili ; Fu, Junhui.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:4:p:1070-1075.

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30. Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis. (2012). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:3:p:943-973.

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31. The Dynamics of Commodity Prices. (2011). Prokopczuk, Marcel ; Brooks, Chris.
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    RePEc:rdg:icmadp:icma-dp2011-09.

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32. Hedging vs. speculative pressures on commodity futures returns. (2011). Paladino, Giovanna ; Cifarelli, Giulio.
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33. The Number of Regimes Across Asset Returns: Identification and Economic Value. (2011). Gatumel, Mathieu ; Ielpo, Florian.
    In: Post-Print.
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34. The Number of Regimes Across Asset Returns: Identification and Economic Value. (2011). Ielpo, Florian ; Gatumel, Mathieu.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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35. Asset market linkages: Evidence from financial, commodity and real estate assets. (2011). Brooks, Robert ; Gray, Stephen ; Treepongkaruna, Sirimon ; Chan, Kam Fong.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:6:p:1415-1426.

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36. Cross hedging single stock with American Depositary Receipt and stock index futures. (2011). Tsang, Wei-Lun ; Lee, Hsiang-Tai.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:8:y:2011:i:3:p:146-157.

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37. Forecasting petroleum futures markets volatility: The role of regimes and market conditions. (2011). Pouliasis, Panos ; Nomikos, Nikos K..
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:2:p:321-337.

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38. Sudden changes in variance and time varying hedge ratios. (2011). Arago, Vicent ; Salvador, Enrique.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:215:y:2011:i:2:p:393-403.

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39. Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models. (2011). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:6:p:2634-2656.

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40. No-arbitrage conditions for storable commodities and the modeling of futures term structures. (2010). Tang, Ke ; Liu, Peng.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:7:p:1675-1687.

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41. Regime switching correlation hedging. (2010). Lee, Hsiang-Tai.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:11:p:2728-2741.

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42. DOES THE MAGNITUDE OF THE EFFECT OF INFLATION UNCERTAINTY ON OUTPUT GROWTH DEPEND ON THE LEVEL OF INFLATION?. (2010). Chang, Kuang-Liang ; He, Chi-Wei.
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43. Electricity portfolio management : Optimal peak/off-peak allocations. (2009). Mahieu, Ronald ; Huisman, R. ; Schlichter, F..
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44. Regime switching in stock index and futures markets: a note on the NIKKEI evidence. (2009). Kanas, Angelos.
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    RePEc:ijf:ijfiec:v:14:y:2009:i:4:p:394-399.

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45. Economic linkages across commodity futures: Hedging and trading implications. (2009). Chng, Michael T..
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46. Modeling and forecasting crude oil markets using ARCH-type models. (2009). cheong, chin ; Chin, CHEONG.
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47. Electricity portfolio management: Optimal peak/off-peak allocations. (2009). Mahieu, Ronald ; Huisman, Ronald ; Schlichter, Felix.
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48. An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach. (2008). Roca, Eduardo ; Wong, Victor.
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49. Minimum Variance Hedging and Stock Index Market Efficiency. (2006). Alexander, Carol ; Barbosa, Andreza .
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    RePEc:rdg:icmadp:icma-dp2006-04.

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50. A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios. (2005). Yoder, Jonathan ; Lee, Hsiang-Tai.
    In: Econometrics.
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