Volatility spillovers and cross-hedging between gold, oil and equities : evidence from the Gulf Cooperation Council countries
Aktham I. Maghyereh, Basel Awartani, Panagiotis Tziogkidis
| Year of publication: |
October 2017
|
|---|---|
| Authors: | Maghyereh, Aktham I. ; Awartani, Basel ; Tziogkidis, Panagiotis |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 68.2017, p. 440-453
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| Subject: | Crude oil | Gold | Spillovers | Hedging | Dynamic correlation | Gulf Cooperation Council | Portfolio | Arabische Golf-Staaten | Gulf countries | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Ölpreis | Oil price | Erdöl | Petroleum | Portfolio-Management | Portfolio selection | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2017.10.025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011905999