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Can BRICS's currency be a hedge or a safe haven for energy portfolio? : an evidence from vine copula approach

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Energy Trading and Risk Management : Commentary on Arbitrage, Risk Measurement, and Hedging Strategy

Nakajima, Tadahiro; Hamori, Shigeyuki - 2022

Introduction -- Arbitrage Trading in Energy Market and Risk Measurement -- Fuel Markets Connectedness and Fuel Portfolio Risk -- Hedging Strategy with Futures Contracts -- Investing in a portfolio consisting of energies and related commodities.

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Volatility spillover and investment strategies among sustainability-related financial indexes : evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula appro...

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The higher the better? : hedging and investment strategies in cryptocurrency markets : insights from higher moment spillovers

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Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?

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Persistent link: https://www.econbiz.de/10014534845