Do precious metals hedge crude oil volatility jumps?
Year of publication: |
2022
|
---|---|
Authors: | Das, Debojyoti ; Bhatia, Vaneet ; Kumar, Surya Bhushan ; Basu, Sankarshan |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 83.2022, p. 1-16
|
Subject: | Gold | Hedging | Oil implied volatility | Oil volatility jumps | Precious metals | Volatilität | Volatility | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Edelmetall | Precious metal | Welt | World |
-
Co-movements in commodity markets andimplications in diversification benefits
Cai, Xiao Jing, (2020)
-
Cuñado Eizaguirre, Juncal, (2023)
-
Return spillovers between white precious metal ETFs : the role of oil, gold, and global equity
Lau, Chi Keung, (2017)
- More ...
-
Causality-in-quantiles between crude oil and stock markets : evidence from emerging economies
Bhatia, Vaneet, (2021)
-
A review of bank efficiency and productivity
Bhatia, Vaneet, (2018)
-
Das, Debojyoti, (2018)
- More ...