Optimal hedge ratios for clean energy equities
Year of publication: |
2018
|
---|---|
Authors: | Ahmad, Wasim ; Sadorsky, Perry A. ; Sharma, Amit |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 72.2018, p. 278-295
|
Subject: | Clean energy equities | Crude oil | Multivariate GARCH | Optimal hedge ratios | VIX | Hedging | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Portfolio-Management | Portfolio selection |
-
Return and volatility spillover effects in agricultural commodity markets
Bernhardt, Matthias, (2017)
-
Fakhfekh, Mohamed, (2023)
-
Lee, Yen-Hsien, (2014)
- More ...
-
What do we know about the idiosyncratic risk of clean energy equities?
Roy, Preeti, (2022)
-
Locally produced food in restaurants: Are the customers willing to pay a premium and why?
Alfnes, Frode, (2010)
-
Tourism Satellite Accounts of India, 2009–10
Kolli, Ramesh, (2014)
- More ...