The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging
Year of publication: |
2019
|
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Authors: | Badshah, Ihsan Ullah ; Demirer, Rıza ; Suleman, Muhammad Tahir |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 84.2019, p. 1-10
|
Subject: | Commodity market | Conditional correlation | Policy uncertainty | Hedging | Korrelation | Correlation | Risiko | Risk | Wirtschaftspolitik | Economic policy | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Volatilität | Volatility | Wirkungsanalyse | Impact assessment |
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