Combination hedging strategies for crude oil and dry bulk feight rates on the impacts of dynamic cross-market interaction
Xiaolin Sun, Hailong Liu, Shiyuan Zheng and Shun Chen
| Year of publication: |
January-March 2018
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| Authors: | Sun, Xiaoling ; Liu, Hailong ; Zheng, Shiyuan ; Chen, Shun |
| Published in: |
Maritime policy and management : MPM. - London : Taylor & Francis, ISSN 0308-8839, ZDB-ID 750606-5. - Vol. 45.2018, 1/2, p. 174-196
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| Subject: | Combination hedge | cross-market interaction | structural breaks | dynamic conditional correlations | spillover transmission | Hedging | ARCH-Modell | ARCH model | Korrelation | Correlation | Volatilität | Volatility | Strukturbruch | Structural break | Ölpreis | Oil price | Spillover-Effekt | Spillover effect | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03088839.2017.1418092 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011879751