Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities
Year of publication: |
2024
|
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Authors: | Kočenda, Evžen ; Moravcová, Michala |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | connectedness | volatility spillovers | frequency decomposition | portfolio weights and hedge ratios | energy commodities | distress |
Series: | CESifo Working Paper ; 10889 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1878836625 [GVK] RePec:ces:ceswps:_10889 [RePEc] |
Classification: | c58 ; f65 ; G15 - International Financial Markets ; Q34 - Natural Resources and Domestic and International Conflicts ; Q41 - Demand and Supply |
Source: |
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Frequency volatility connectedness and portfolio hedging of U.S. energy commodities
Kočenda, Evžen, (2024)
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Frequency volatility connectedness and portfolio hedging of U.S. energy commodities
Kočenda, Evžen, (2024)
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