Showing 1 - 10 of 13,298
Persistent link: https://www.econbiz.de/10012506320
Persistent link: https://www.econbiz.de/10012146919
Persistent link: https://www.econbiz.de/10015052403
Persistent link: https://www.econbiz.de/10012147412
Persistent link: https://www.econbiz.de/10012623585
Persistent link: https://www.econbiz.de/10003837572
Persistent link: https://www.econbiz.de/10003528239
Persistent link: https://www.econbiz.de/10001596845
Using copulas, we investigate the pairwise dependence structures between two risk factors, oil price and aggregate … market index price, and the US oil and gas sub-sector indices. We also explore the out-of-sample hedging performance of a … strategy with the hedging strategy for minimizing the volatility of hedged portfolios using five hedging performance measures …
Persistent link: https://www.econbiz.de/10012951539
Persistent link: https://www.econbiz.de/10014330895