Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks
Walid Mensi, Shawkat Hammoudeh, Idries Mohammad Wanas Al-Jarrah, Khamis Hamed Al-Yahyaee, Sang Hoon Kang
| Year of publication: |
2019
|
|---|---|
| Authors: | Mensi, Walid ; Hammoudeh, Shawkat ; Al-Jarrah, Idries Mohammad Wanas ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 60.2019, p. 68-88
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| Subject: | Commodity markets | GCC | Hedging effectiveness | Islamic banking | Risk spillovers | Hedging | Islamisches Finanzsystem | Islamic finance | Arabische Golf-Staaten | Gulf countries | Bankrisiko | Bank risk | Spillover-Effekt | Spillover effect | Rohstoffderivat | Commodity derivative | Welt | World | Islamische Staaten | Islamic countries | Rohstoffmarkt | Commodity market | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2018.12.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012127964