Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Sanghoon Kang, Jose Arreola Hernandez, Perry Sadorsky, Ronald McIver
| Year of publication: |
2021
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|---|---|
| Authors: | Kang, Sang Hoon ; Hernandez, Jose Arreola ; Sadorsky, Perry A. ; McIver, Ron |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 99.2021, p. 1-16
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| Subject: | Hedging effectiveness | Connectedness | Frequency spillovers | Gold and oil | Sector ETFs | VIX | Spillover-Effekt | Spillover effect | Hedging | Indexderivat | Index derivative | Volatilität | Volatility | Gold | Erdölindustrie | Oil industry | Welt | World | USA | United States | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2021.105278 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012939407