Hedging crude oil using refined product : a regime switching asymmetric DCC approach
Zhiyuan Pan; Yudong Wang; Li Yang
| Year of publication: |
2014
|
|---|---|
| Authors: | Pan, Zhiyuan ; Wang, Yudong ; Li, Yang |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 46.2014, p. 472-484
|
| Subject: | Crude oil | Regime switching | Asymmetry | Hedging | Ölpreis | Oil price | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Ölmarkt | Oil market | Markov-Kette | Markov chain | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011298957