Forecasting the impact of financial stress on hedging between the oil market and GCC financial markets
Year of publication: |
2024
|
---|---|
Authors: | Mezghani, Taicir ; Abbes, Mouna Boujelbène ; Boutouria, Souha |
Published in: |
Managerial finance. - Bingley : Emerald, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 50.2024, 3, p. 558-577
|
Subject: | Covid-19 crisis | GCC financial stress | In and out-of-sample hedging performance | Hedging | Arabische Golf-Staaten | Gulf countries | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Coronavirus | Ölpreis | Oil price | Aktienmarkt | Stock market | Volatilität | Volatility |
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