1 |
Chang, C. L., McAleer, M., & Tansuchat, R. (2011). Crude oil hedging strategies using dynamic multivariate GARCH. Energy Economics, 33(5), 912-923. https://doi.org/10.1016/j.eneco.2011.01.009
DOI
|
2 |
Smith, C. W., & Stulz, R. M. (1985). The determinants of firms' hedging policies. Journal of Financial and Quantitative Analysis, 20(4), 391-405. https://doi.org/10.2307/2330757
DOI
|
3 |
Di Lascio, F. M. L., Giammusso, D., & Puccetti, G. (2018). A clustering approach and a rule of thumb for risk aggregation. Journal of Banking & Finance, 96, 236-248. https://doi.org/10.1016/j.jbankfin.2018.07.002
DOI
|
4 |
He, X. (2008). Multivariate statistical analysis. Beijing, China: Renmin University of China Press.
|
5 |
Lee, J. W., Becker, K., & Potluri, R. M. (2016). Antecedents of corporate adoption of social media and the role of the technology acceptance model in the path. Journal of Asian Finance, Economics, and Business, 3(2), 67-76. https://doi.org/10.13106/jafeb.2016.vol3.no2.67
DOI
|
6 |
Lee, J. W., & Mendlinger, S. (2011). An empirical investigation of the relationship between the operational competence of service providers and the use and adoption of mobile commerce. Journal of Distribution Science, 9(2), 5-12. https://doi.org/10.2139/ssrn.3089058
DOI
|
7 |
Sopranzetti, B. J., & Datar, V. (2002). Price clustering in foreign exchange spot markets. Journal of Financial Markets, 5(4), 411-417. https://doi.org/10.1016/S1386-4181(01)00032-5
DOI
|
8 |
Li, C. (2019). Fundamental futures and other derivatives: Beijing: China Fortune Press.
|
9 |
Liu, G. (2019). Technical trading behavior: Evidence from Chinese rebar futures market. Computational Economics, 54(2), 669-704. https://doi.org/10.1007/s10614-018-9851-4
DOI
|
10 |
Rahman, M. M, Meah, M. R, & Chaudhory, N. U (2019). The impact of audit characteristics on firm performance: An empirical study from an emerging economy. The Journal of Asian Finance, Economics, and Business, 6(1), 59-69. https://doi.org/10.13106/jafeb.2019.vol6.no1.59
DOI
|
11 |
Buehler, H., Gonon, L., Teichmann, J., & Wood, B. (2019). Deep hedging. Quantitative Finance, 19(8), 1271-1291. https://doi.org/10.1080/14697688.2019.1571683
DOI
|
12 |
Tola, V., Lillo, F., Gallegati, M., & Mantegna, R. (2008). Cluster analysis for portfolio optimization. Journal of Economic Dynamics and Control, 32(1), 235-258. https://doi.org/10.1016/j.jedc.2007.01.034
DOI
|
13 |
Tran, T. T.T., Do, N. H., & Nguyen, Y. T. (2020) Impact of board characteristics on bank risk: The case of Vietnam. The Journal of Asian Finance, Economics, and Business, 7(9), 377-388. https://doi.org/10.13106/jafeb.2020.vol7.no9.377
DOI
|
14 |
Ward Jr, J. H. (1963). Hierarchical grouping to optimize an objective function. Journal of the American Statistical Association, 58(301), 236-244. https://doi.org/10.1080/01621459.1963.10500845
DOI
|
15 |
Schwartz, A. L., Van Ness, B. F., & Van Ness, R. A. (2004). Clustering in the futures market: Evidence from S&P 500 futures contracts. Journal of Futures Markets: Futures, Options, and Other Derivative Products, 24(5), 413-428. https://doi.org/10.1002/fut.10129
DOI
|
16 |
Arouri, M. E. H., Jouini, J., & Nguyen, D. K. (2012). On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness. Energy Economics, 34(2), 611-617. https://doi.org/10.1016/j.eneco.2011.08.009
DOI
|