Hedging stocks with oil
Jonathan A. Batten, Harald Kinateder, Peter G. Szilagyi, Niklas F. Wagner
| Year of publication: |
2021
|
|---|---|
| Authors: | Batten, Jonathan A. ; Kinateder, Harald ; Szilágyi, Péter G. ; Wagner, Niklas F. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 93.2021, p. 1-14
|
| Subject: | Systemic risk | Beta-hedge | Brent oil, commodities | Economic policy uncertainty (EPU) | Hedge ratio | International asset pricing | Market risk | VIX | WTI oil | Hedging | Welt | World | Volatilität | Volatility | Ölmarkt | Oil market | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Risiko | Risk | Erdöl | Petroleum | Marktrisiko | Warenbörse | Commodity exchange | Portfolio-Management | Portfolio selection | Wirtschaftspolitik | Economic policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2019.06.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012643309