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Matlab Expert for hedging with commodity futures
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Writing & Translation > Academic Writing

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Job canceled.

Feb 6, 2013

Bidding period ended early.

Jan 20, 2013
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Job Description

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  • Posted: Fri, Jan 18, 2013
  • Time Left: Closed
  • Location: Anywhere
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  • Start: Immediately
  • Budget: Less than $500
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I want to implement minimum-VaR and minimum Variance Hedging strategies using commodity futures. please see   [obscured]  /sol3/papers.cfm?abstract_id=1945303

Econometric models to be used are:
OLS, Normal Mixture (static), Normal Mixture GARCH, Bivariate GARCH, Markov Regime Switching.
Kupic and Christoffersen test are also needed.
Comparison of Hedging effectiveness is required.
I will provide you with some important papers, algorithm, model set-up and data, of course.

1. I prefer the project to be done step-by-step, meaning, I will give you several small tasks (3-4), since I am working on theoretical part myself at the same time. After you delivery the first task, I will pay the first milestone. (80 USD) each.
2. Software: matlab

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Job ID: 36973095
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