Do commodities make effective hedges for equity investors?
Year of publication: |
December 2017
|
---|---|
Authors: | Olson, Eric ; Vivian, Andrew ; Wohar, Mark E. |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 42.2017, p. 1274-1288
|
Subject: | Dynamic hedge ratios | Conditional correlation | Commodity market | Equity index | Risk management | Hedging | Rohstoffderivat | Commodity derivative | Portfolio-Management | Portfolio selection | Risikomanagement | Rohstoffmarkt | Anlageverhalten | Behavioural finance | Korrelation | Correlation | Index-Futures | Index futures |
-
What is a better cross-hedge for energy : equities or other commodities?
Olson, Eric, (2019)
-
Commodities : markets, performance, and strategies
Baker, H. Kent, (2018)
-
A primer on commodity investing
Fabozzi, Frank J., (2008)
- More ...
-
What is a better cross-hedge for energy : equities or other commodities?
Olson, Eric, (2019)
-
Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market
Jordan, Steven J., (2014)
-
Examining real interest parity: which component reverts quickest and in which regime?
Sirichand, Kavita, (2014)
- More ...