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Autor Wang, Yanghuiting |
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Chang, Chia-Lin ; McAleer, Michael ; Wang, Yanghuiting | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2016There is substantial empirical evidence that energy and financial markets are closely connected. As one of the most widely-used energy resources worldwide, natural gas has a large daily trading volume. In order to hedge the risk of natural gas s[...]