Optimal weights and hedge ratio behavior in Brent oil and Islamic Gulf stock markets
Salim Ben Sassi, Jihed Majdoub and Walid Mansour
| Year of publication: |
2020
|
|---|---|
| Authors: | Ben Sassi, Salim ; Majdoub, Jihed ; Mansour, Walid |
| Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3607, ZDB-ID 2428804-4. - Vol. 13.2020, 2, p. 85-111
|
| Subject: | optimal weights behavior | time-varying optimal weight | Gulf markets | Brent oil | Ölmarkt | Oil market | Ölpreis | Oil price | Hedging | Arabische Golf-Staaten | Gulf countries | Erdölgewinnung | Petroleum extraction | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JEM.2020.204 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012662182