Oil price fluctuation, volatility spillover and the Ghanaian equity market : implication for portfolio management and hedging effectiveness
Boqiang Lin; Presley K. Wesseh; Michael Owusu Appiah
| Year of publication: |
2014
|
|---|---|
| Authors: | Lin, Boqiang ; Wesseh, Presley K. ; Owusu Appiah, Michael |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 42.2014, p. 172-182
|
| Subject: | Oil prices | Stock market return | Volatility | Hedge ratios | Volatilität | Ölpreis | Oil price | Hedging | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Ghana |
| 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/10010502950