Stock-commodity correlations, optimal hedging, and climate risks
Sercan Demiralay, Hatice Gaye Gencer, Alexander Brauneis
| Year of publication: |
2025
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|---|---|
| Authors: | Demiralay, Sercan ; Gencer, Hatice Gaye ; Brauneis, Alexander |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 45.2025, 10, p. 1693-1716
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| Subject: | climate risks | commodity futures | optimal hedging | range volatility | range-based dynamic conditional correlations | Hedging | Korrelation | Correlation | Volatilität | Volatility | Klimawandel | Climate change | Rohstoffderivat | Commodity derivative | Theorie | Theory | Risiko | Risk | ARCH-Modell | ARCH model | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.70014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015464908