Oil price risk exposure of BRIC stock markets and hedging effectiveness
Year of publication: |
2022
|
---|---|
Authors: | Shahzad, Syed Jawad Hussain ; Bouri, Elie ; Ur Rehman, Mobeen ; Naeem, Muhammad Abubakr ; Saeed, Tareq |
Published in: |
Financial modeling and risk management of energy and environmental instruments and derivates. - Dordrecht, The Netherlands : Springer. - 2022, p. 145-170
|
Subject: | Crude oil | BRIC | Time-varying optimal copula | Hedging | Diversification | Ölpreis | Oil price | BRICS-Staaten | BRICS countries | Multivariate Verteilung | Multivariate distribution | Erdöl | Petroleum | Portfolio-Management | Portfolio selection | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Risikomaß | Risk measure | Risikomanagement | Risk management |
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