Are Chinese crude oil futures good hedging tools?
Year of publication: |
2021
|
---|---|
Authors: | Li, Jie ; Huang, Lixin ; Li, Ping |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 38.2021, p. 1-8
|
Subject: | Chinese crude oil futures | Dynamic correlation | Hedging effectiveness | Hedging | Rohstoffderivat | Commodity derivative | China | Ölpreis | Oil price | Erdöl | Petroleum | ARCH-Modell | ARCH model | Korrelation | Correlation |
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