Sergio Garcia

University of Texas Rio Grande Valley (UTRGV) (Formerly University of Texas-Pan American)

1201 W. University Dr.

Edinburg, TX 78539

United States

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Scholarly Papers (1)

1.

Ethanol Hedging Strategies Using Dynamic Multivariate GARCH

Number of pages: 29 Posted: 16 Nov 2016
Sergio Garcia
University of Texas Rio Grande Valley (UTRGV) (Formerly University of Texas-Pan American)
Downloads 37 (439,751)

Abstract:

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ethanol, DCC-GARCH, futures, energy