Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?
Year of publication: |
2020
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Authors: | Lv, Fei ; Yang, Chen ; Fang, Libing |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 71.2020, p. 1-10
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Subject: | International oil futures | Asset allocation | Risk hedging | DCC | DECO | Portfolio-Management | Portfolio selection | Hedging | China | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Welt | World | Shanghai | Ölmarkt | Oil market | Warenbörse | Commodity exchange |
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