What is a better cross-hedge for energy : equities or other commodities?
Year of publication: |
2019
|
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Authors: | Olson, Eric ; Vivian, Andrew ; Wohar, Mark E. |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 42.2019, p. 1-17
|
Subject: | Commodity market | Conditional correlation | Dynamic hedge ratios | Energy index | Equity index | Risk management | Hedging | Rohstoffderivat | Commodity derivative | Risikomanagement | Portfolio-Management | Portfolio selection | Rohstoffmarkt | Korrelation | Correlation | Aktienindex | Stock index | Index | Index number | Index-Futures | Index futures | Welt | World | Energiemarkt | Energy market |
Description of contents: | Description [doi.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: Volume 52, 2022 |
Other identifiers: | 10.1016/j.gfj.2018.02.003 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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