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Nguyen, Duc Khuong; Sensoy, Ahmet; Sousa, Ricardo M.; … - In: Energy economics 86 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012511797

Can clean energy stock price rule oil price? : new evidences from a regime-switching model at first and second moments

Yahya, Muhammad; Kanjilal, Kakali; Dutta, Anupam; … - In: Energy economics 95 (2021), pp. 1-15

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Bitcoin as hedge or safe haven : evidence from stock, currency, bond and derivatives markets

Kang, Sang Hoon; Yoon, Seong-min; Bekiros, Stelios; … - In: Computational economics 56 (2020) 2, pp. 529-545

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Is gold a hedge against inflation? : a wavelet time-scale perspective

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Precious metals-exchange rate volatility transmissions and hedging strategies

Hammoudeh, Shawkat; Yuan, Yuan; McAleer, Michael; … - 2009

Persistent link: https://www.econbiz.de/10003910288

Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies

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Asymmetric adjustments in the ethanol and grains markets

Chang, Chia-Lin; Chen, Li-Hsueh; Hammoudeh, Shawkat; … - 2010

This paper examines the long- and short-run asymmetric adjustments for nine pairs of spot and futures prices, itemized as three own pairs for three different bio-fuel ethanol types, three own pairs for three related agricultural products, namely corn, soybeans and sugar, and three cross pairs...

Persistent link: https://www.econbiz.de/10008840782

Precious metals-exchange rate volatility transmissions and hedging strategies

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Persistent link: https://www.econbiz.de/10009007004

Asymmetric adjustments in the ethanol and grains markets

Chang, Chia-Lin; Chen, Li-Hsueh; Hammoudeh, Shawkat; … - In: Energy economics 34 (2012) 6, pp. 1990-2002

Persistent link: https://www.econbiz.de/10009688901

Risk management and financial derivatives: an overview

Hammoudeh, Shawkat; McAleer, Michael - 2012

Persistent link: https://www.econbiz.de/10009619552