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Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat; Liu, Tengdong; Chang, Chia-Lin; … - In: Energy economics 36 (2013), pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
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Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - In: Energy economics 33 (2011) 5, pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
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Portfolio choices and asset prices : the comparative statics of ambiguity aversion
Gollier, Christian - In: The review of economic studies 78 (2011) 4, pp. 1329-1344
Persistent link: https://www.econbiz.de/10009383677
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A note on portfolio dominance
Gollier, Christian - In: The review of economic studies 64 (1997) 1, pp. 147-150
Persistent link: https://www.econbiz.de/10001239952
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The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications
Maitra, Debasish; Guhathakurta, Kousik; Kang, Sang Hoon - In: Energy economics 94 (2021), pp. 1-30
Persistent link: https://www.econbiz.de/10012649444
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Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications
Guhathakurta, Kousik; Dash, Saumya Ranjan; Maitra, Debasish - In: Energy economics 85 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012510102