Is gold a hedge or safe haven against oil and currency market movements? : a revisit using multifractal approach
Mohamed Arbi Madani, Zied Ftiti
| Year of publication: |
2022
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|---|---|
| Authors: | Madani, Mohamed Arbi ; Ftiti, Zied |
| Published in: |
Financial modeling and risk management of energy and environmental instruments and derivates. - Dordrecht, The Netherlands : Springer. - 2022, p. 367-400
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| Subject: | Hedge ratio | Intraday | Multifractal | Non-linearity | Optimal portfolio | Time scale | Hedging | Portfolio-Management | Portfolio selection | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Gold | Währungsderivat | Currency derivative | ARCH-Modell | ARCH model | Welt | World | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-021-04288-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013350020