Authors: Haigh, Michael S. Holt, Matthew T.

Citation: S. Haigh, Michael et T. Holt, Matthew, Crack spread hedging: accounting for time-varying volatility spillovers in the energy futures markets, Journal of applied econometrics , 17(3), 2002, pp. 269-289

Authors: Holt, Matthew T. McKenzie, Andrew M.

Citation: T. Holt, Matthew et M. Mckenzie, Andrew, Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market, Journal of applied econometrics , 18(4), 2003, pp. 407-426