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~person:"Gencer, Hatice Gaye"
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Emerging sector indices
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hedge ratios
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oil prices
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optimal weights
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volatility transmission
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ARCH model
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ARCH-Modell
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Gencer, Hatice Gaye
Bouri, Elie
3
Demiralay, Sercan
3
Erer, Deniz
2
Erer, Elif
2
Eyuboglu, Kemal
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Eyuboglu, Sinem
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Abate, Guido
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An, Hui
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GENCER, Gaye
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Gencer, Gaye
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International Journal of Energy Economics and Policy
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International Journal of Energy Economics and Policy : IJEEP
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Volatility transmissions between oil prices and emerging market sectors : implications for portfolio management and hedging strategies
Demiralay, Sercan
;
Gencer, Hatice Gaye
- In:
International Journal of Energy Economics and Policy : IJEEP
4
(
2014
)
3
,
pp. 442-447
Persistent link: https://www.econbiz.de/10011286184
Saved in:
2
Volatility Transmissions between Oil Prices and Emerging Market Sectors: Implications for Portfolio Management and Hedging Strategies
Demiralay, Sercan
;
Gencer, Hatice Gaye
- In:
International Journal of Energy Economics and Policy
4
(
2014
)
3
,
pp. 442-447
. However, our results manifest that the
sector
indices
are not affected equally or simultaneously by movements in oil prices …
Persistent link: https://www.econbiz.de/10010801088
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