Sussex Research Online: No conditions. Results ordered -Date Deposited. http://sro.sussex.ac.uk/ http://sro.sussex.ac.uk/images/sitelogo.png Sussex Research Online: No conditions. Results ordered -Date Deposited. http://sro.sussex.ac.uk/ Mon, 20 Nov 2023 21:47:00 +0000 Mon, 20 Nov 2023 21:47:00 +0000 en Tue, 21 Mar 2023 10:27:31 +0000 Evaluating robust determinants of the WTI/Brent oil price differential: a dynamic model averaging analysis http://sro.sussex.ac.uk/id/eprint/111336/ http://sro.sussex.ac.uk/id/eprint/111336/ Filippidis, Michail, Filis, George, Magkonis, Georgios and Tzouvanas, Panagiotis (2023) Evaluating robust determinants of the WTI/Brent oil price differential: a dynamic model averaging analysis. Journal of Futures Markets, 43 (6). pp. 807-825. ISSN 0270-7314 Wed, 11 Sep 2019 10:09:35 +0100 An analytical perturbative solution to the Merton Garman model using symmetries http://sro.sussex.ac.uk/id/eprint/85900/ http://sro.sussex.ac.uk/id/eprint/85900/ Calmet, Xavier and Shaw, Nathaniel Wiesendanger (2020) An analytical perturbative solution to the Merton Garman model using symmetries. Journal of Futures Markets, 40 (1). pp. 3-22. ISSN 0270-7314 Fri, 09 Aug 2019 10:37:56 +0100 BitMEX Bitcoin derivatives: price discovery, informational efficiency and hedging effectiveness http://sro.sussex.ac.uk/id/eprint/85380/ http://sro.sussex.ac.uk/id/eprint/85380/ Alexander, Carol, Choi, Jaehjuk, Park, Heungji and Sohn, Sungbin (2019) BitMEX Bitcoin derivatives: price discovery, informational efficiency and hedging effectiveness. Journal of Futures Markets, 40 (1). pp. 23-43. ISSN 0270-7314 Tue, 11 Sep 2012 13:25:34 +0100 Model risk adjusted hedge ratios http://sro.sussex.ac.uk/id/eprint/40613/ http://sro.sussex.ac.uk/id/eprint/40613/ Alexander, Carol, Kaeck, Andreas and Nogueira, Leonardo M (2009) Model risk adjusted hedge ratios. Journal of Futures Markets, 29 (11). pp. 1021-1049. ISSN 0270-7314 Tue, 11 Sep 2012 11:21:01 +0100 Regime-dependent smile-adjusted delta hedging http://sro.sussex.ac.uk/id/eprint/40622/ http://sro.sussex.ac.uk/id/eprint/40622/ Alexander, Carol, Rubinov, Alexander, Kalepky, Markus and Leontsinis, Stamatis (2012) Regime-dependent smile-adjusted delta hedging. Journal of Futures Markets, 32 (3). pp. 203-229. ISSN 0270-7314 Tue, 11 Sep 2012 11:01:31 +0100 Does model fit matter for hedging? Evidence from FTSE 100 options http://sro.sussex.ac.uk/id/eprint/40611/ http://sro.sussex.ac.uk/id/eprint/40611/ Alexander, Carol and Kaeck, Andreas (2012) Does model fit matter for hedging? Evidence from FTSE 100 options. Journal of Futures Markets, 32 (7). pp. 609-638. ISSN 0270-7314