Dynamic correlations and volatility spillovers between subsectoral clean-energy stocks and commodity futures markets : a hedging perspective
Merve Coskun
| Year of publication: |
2023
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|---|---|
| Authors: | Coskun, Merve |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 12, p. 1727-1749
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| Subject: | clean-energy stock | DCC-GARCH | fossil fuels | hedging strategies | volatility spillovers | Volatilität | Volatility | Hedging | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Korrelation | Correlation | Fossile Energie | Fossil fuel |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22454 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014433002