Crude oil and world stock markets : volatility spillovers, dynamic correlations, and hedging
Year of publication: |
June 2016
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Authors: | Wang, Yudong ; Liu, Li |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 50.2016, 4, p. 1481-1509
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Subject: | Crude oil price | Stock prices | Volatility | Hedging | Out of sample | Volatilität | Ölpreis | Oil price | Börsenkurs | Share price | ARCH-Modell | ARCH model | Welt | World | Spillover-Effekt | Spillover effect | Korrelation | Correlation | Erdöl | Petroleum |
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