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~isPartOf:"Energy economics"
~person:"Gollier, Christian"
~person:"Guhathakurta, Kousik"
~person:"Henselmann, Klaus"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
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Gollier, Christian
Guhathakurta, Kousik
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McAleer, Michael
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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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2
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
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