On the time-varying correlations and hedging effectiveness : an analysis of crude oil, gold, and stock market
I. Sahadudheen, P. K. Santhosh Kumar
| Year of publication: |
2023
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|---|---|
| Authors: | Sahadudheen, I. ; Kumar, P. K. Santhosh |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 13.2023, 6, p. 353-363
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| Subject: | Crude oil | Gold | Stock Price | Hedging | Portfolio | Erdöl | Petroleum | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Welt | World | Korrelation | Correlation | Rohstoffderivat | Commodity derivative | Aktienmarkt | Stock market | Ölmarkt | Oil market | Ölpreis | Oil price | Volatilität | Volatility |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.14580 [DOI] hdl:11159/631312 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014435115