Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model Article

Shoshi, Humayra, SenGupta, Indranil. (2021). Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model . 8(4), 10.1142/S2424786321500158

cited authors

  • Shoshi, Humayra; SenGupta, Indranil

authors

publication date

  • December 1, 2021

keywords

  • Business & Economics
  • Business, Finance
  • LONG-RANGE DEPENDENCE
  • Social Sciences
  • TIME
  • Variance swaps
  • classification problems
  • drawdown
  • quadratic hedging
  • stochastic models

Digital Object Identifier (DOI)

publisher

  • WORLD SCIENTIFIC PUBL CO PTE LTD

volume

  • 8

issue

  • 4