Investing in cocoa-gold sector and the crude oil price-exchange rate uncertainty in Ghana : volatility transmission and hedging approach
Year of publication: |
2021
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Authors: | Damba, Osman Tahidu ; Bilgic, Abdulbaki ; Amikuzuno, Joseph ; Ibrahim, Muazu |
Published in: |
African review of economics and finance : AREF : the journal of the African Centre for Economics and Finance. - Grahamstown : Rhodes Univ., ISSN 2410-4906, ZDB-ID 2743731-0. - Vol. 13.2021, 1, p. 193-213
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Subject: | Cocoa | Crude oil | Exchange rate | Gold | Hedging | price uncertainty | Volatility transmission | Volatilität | Volatility | Ghana | Wechselkurs | Ölpreis | Oil price | Währungsrisiko | Exchange rate risk | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection |
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