Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China
Yanfeng Guo, Huanyu Zhao
| Year of publication: |
2024
|
|---|---|
| Authors: | Guo, Yanfeng ; Zhao, Huanyu |
| Subject: | China's crude oil | Coal | Diversification and hedging | MGARCH | Volatility spillovers | China | Volatilität | Volatility | Hedging | Spillover-Effekt | Spillover effect | Ölpreis | Oil price | Kohle | Portfolio-Management | Portfolio selection | Erdöl | Petroleum | ARCH-Modell | ARCH model | Ölmarkt | Oil market | Rohstoffderivat | Commodity derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.10.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446777