1Ng.V.K,Pirrong.SC.Fundamentals and volatility:Storage.spreads and dynamics of metal prices[].Journal of Business.1994
2Baillie RT,Myers RJ.Bivariate Garch estimation of the optimal commodity futures hedge[].Journal of Applied Econometrics.1991
3Donald Lien,Li Yang.Asymmetric effect of basis on dynamic futures hedging: Empirical evidence from commodity markets[].Journal of Banking and Finance.2007
4Kogan, L,Livdan, D,Yaron, A.Futures Prices in a Production, Economy with Investment Constraints[]..2003
5Kroner K F,Sultan J.Time-varying distributions and dynamic hedging with foreign currency futures[].The Journal of Finance.1993
