Dynamic connectedness and optimal hedging strategy among commodities and financial indices
Néjib Hachicha, Amine Ben Amar, Ikrame Ben Slimane, Makram Bellalah, Jean-Luc Prigent
| Year of publication: |
2022
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|---|---|
| Authors: | Hachicha, Néjib ; Ben Amar, Amine ; Ben Slimane, Ikrame ; Bellalah, Makram ; Prigent, Jean-Luc |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 83.2022, p. 1-18
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| Subject: | Commodities | Connectedness | Hedging | Financial market | Sin stocks | Socially responsible investment | Nachhaltige Kapitalanlage | Sustainable investment | Portfolio-Management | Portfolio selection | Finanzmarkt | Rohstoffderivat | Commodity derivative | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102290 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013460835