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~person:"Jouini, Jamel"
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Search: subject:"Hedge ratios"
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Hedge ratios
4
Hedging
2
Oil price
2
Oil prices
2
Optimal weights
2
Saudi stock sectors
2
Sector returns
2
VAR-GARCH process
2
Volatility
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Volatilität
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Saudi Arabia
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Saudi-Arabien
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Schätzung
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Jouini, Jamel
Dark, Jonathan
6
Mensi, Walid
6
Yousaf, Imran
6
Ali, Shoaib
5
Caporin, Massimiliano
5
Nguyen, Duc Khuong
5
Boubaker, Adel
4
Beljid, Makram
3
Gonzalez-Serrano, Lydia
3
Hammoudeh, Shawkat
3
Jimenez-Martin, Juan-Angel
3
Kočenda, Evžen
3
Lahiani, Amine
3
Makram, Beljid
3
Managi, Shunsuke
3
Moravcová, Michala
3
Olson, Eric
3
Tejeda, Hernan
3
Wohar, Mark E.
3
Al-Nassar, Nassar S.
2
Arouri, Mohamed
2
Arouri, Mohamed El Hédi
2
Bekkerman, Anton
2
Bernhardt, Matthias
2
Chen, Yi-Hsuan
2
Dai, Zhifeng
2
Demiralay, Sercan
2
Feuz, Dillon
2
Fournié, Eric
2
Gencer, Hatice Gaye
2
Greenberg, Doron
2
Kang, Sang Hoon
2
Kumar, Dilip
2
Lasry, Jean-Michel
2
Lebuchoux, Jérôme
2
Leuthold, Raymond M.
2
Lin, Boqiang
2
Lions, Pierre-Louis
2
Maheswaran, S.
2
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Energy Economics
1
Energy economics
1
Journal of Policy Modeling
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
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ECONIS (ZBW)
2
RePEc
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Return and volatility interaction between oil prices and stock markets in Saudi Arabia
Jouini, Jamel
- In:
Journal of policy modeling : JPMOD ; a social science …
35
(
2013
)
6
,
pp. 1124-1144
Persistent link: https://www.econbiz.de/10010225937
Saved in:
2
Return and volatility interaction between oil prices and stock markets in Saudi Arabia
Jouini, Jamel
- In:
Journal of Policy Modeling
35
(
2013
)
6
,
pp. 1124-1144
bidirectional for volatility patterns with more apparent links from sectors to oil. The optimal weights and
hedge
ratios
for oil …
Persistent link: https://www.econbiz.de/10010709421
Saved in:
3
On the impacts of oil price fluctuations on European equity markets : volatility spillover and hedging effectiveness
Arouri, Mohamed
;
Jouini, Jamel
;
Nguyen, Duc Khuong
- In:
Energy economics
34
(
2012
)
2
,
pp. 611-617
Persistent link: https://www.econbiz.de/10009618672
Saved in:
4
On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness
Arouri, Mohamed El Hedi
;
Jouini, Jamel
;
Nguyen, Duc Khuong
- In:
Energy Economics
34
(
2012
)
2
,
pp. 611-617
in volatilities. In addition, we analyze the optimal weights and
hedge
ratios
for oil–stock portfolio holdings based on …
Persistent link: https://www.econbiz.de/10010576121
Saved in:
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