Do commodities make effective hedges for equity investors?
Eric Olson, Andrew Vivian, Mark E. Wohar
| Year of publication: |
December 2017
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| 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
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| Subject: | Dynamic hedge ratios | Conditional correlation | Commodity market | Equity index | Risk management | Hedging | Risikomanagement | Rohstoffderivat | Commodity derivative | Rohstoffmarkt | Portfolio-Management | Portfolio selection | Korrelation | Correlation | ARCH-Modell | ARCH model | Warenbörse | Commodity exchange | Anlageverhalten | Behavioural finance | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2017.07.064 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011760993