Oil and asset classes implied volatilities : investment strategies and hedging effectiveness
Nikolaos Antonakakis, Juncal Cunado, George Filis, David Gabauer, Fernando Perez de Gracia
| Year of publication: |
2020
|
|---|---|
| Authors: | Antonakakis, Nikolaos ; Cuñado Eizaguirre, Juncal ; Filis, George ; Gabauer, David ; Perez de Gracia, Fernando |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 91.2020, p. 1-11
|
| Subject: | Hedging effectiveness | Hedging strategies | Oil prices | Stock market indices | Volatility portfolios | Volatilität | Volatility | Hedging | Ölpreis | Oil price | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2020.104762 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012518750