Energy, precious metals, and GCC stock markets : is there any risk spillover?
Khamis Hamed Al-Yahyaee, Walid Mensi, Ahmet Sensoy, Sang Hoon Kang
| Year of publication: |
2019
|
|---|---|
| Authors: | Al-Yahyaee, Khamis Hamed ; Mensi, Walid ; Sensoy, Ahmet ; Kang, Sang Hoon |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 56.2019, p. 45-70
|
| Subject: | Commodity futures | GCC stock markets | Hedging | Risk management | Spillover index | Arabische Golf-Staaten | Gulf countries | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Risikomanagement | Rohstoffderivat | Commodity derivative | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2019.05.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012169554