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Persistent link: https://www.econbiz.de/10009760820

Investigating spillover effects between foreign exchange rate volatility and commodity price volatility in Uganda

Katusiime, Lorna - In: Economies : open access journal 7 (2019) 1/1, pp. 1-17

This study investigates the impact of commodity price volatility spillovers on financial sector stability. Specifically, the study investigates the spillover effects between oil and food price volatility and the volatility of a key macroeconomic indicator of importance to financial stability:...

Persistent link: https://www.econbiz.de/10012021528

Volatility spill-overs in commodity spot prices : new empirical results

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Persistent link: https://www.econbiz.de/10003870631

Optimal hedge ratios for clean energy equities

Ahmad, Wasim; Sadorsky, Perry A.; Sharma, Amit - In: Economic modelling 72 (2018), pp. 278-295

Persistent link: https://www.econbiz.de/10012100422

Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses

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Persistent link: https://www.econbiz.de/10012101322

Volatility transmission in agricultural futures markets

Beckmann, Joscha; Czudaj, Robert - In: Economic modelling 36 (2014), pp. 541-546

Persistent link: https://www.econbiz.de/10010416370

Energy portfolio risk management using time-varying extreme value copula methods

Ghorbel, Ahmed; Trabelsi, Abdelwahed - In: Economic modelling 38 (2014), pp. 470-485

Persistent link: https://www.econbiz.de/10010419011

Dynamic hedging strategy in incomplete market : evidence from Shanghai fuel oil futures market

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Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops

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Persistent link: https://www.econbiz.de/10012203189

Forecasting the oil futures price volatility : a new approach

Ma, Feng; Liu, Jing; Huang, Dengshi; Chen, Wang - In: Economic modelling 64 (2017), pp. 560-566

Persistent link: https://www.econbiz.de/10011761312