The time-varying spillover effect between WTI crude oil futures returns and hedge funds
Yue-Jun Zhang, Yao-Bin Wu
| Year of publication: |
2019
|
|---|---|
| Authors: | Zhang, Yue-Jun ; Wu, Yao-Bin |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 61.2019, p. 156-169
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| Subject: | Crude oil futures | DCOT reports | Hedge funds | Time-varying granger causality | Hedgefonds | Hedge fund | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Ölpreis | Oil price | Kausalanalyse | Causality analysis | Hedging | Ölmarkt | Oil market | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2019.02.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012205400