Hedging and diversification across commodity assets
Ilyes Abid, Abderrazak Dhaoui, Stéphane Goutte & Khaled Guesmi
| Year of publication: |
2020
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|---|---|
| Authors: | Abid, Ilyes ; Dhaoui, Abderrazak ; Goutte, Stéphane ; Guesmi, Khaled |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 23, p. 2472-2492
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| Subject: | Equity markets | GARCH models | multivariate | hedging diversification | commodities | Hedging | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection | Diversifikation | Diversification | Rohstoffderivat | Commodity derivative | Theorie | Theory | Aktienmarkt | Stock market | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2019.1693016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012210890