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~person:"Kang, Sang Hoon"
~person:"Pesonen, Juho"
~subject:"Forecasting"
~subject:"Oil price"
~subject:"Ölpreis"
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Forecasting
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Kang, Sang Hoon
Pesonen, Juho
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ECONIS (ZBW)
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1
Commodity
Market
Based Hedging against Stock Market Risk in Times of Financial Crisis : The Case of Crude Oil and Gold
Junttila, Juha-Pekka
-
2017
Based on daily data from 1989-2016 we find that the correlations between some relevant
commodity
market
futures and …
Persistent link: https://www.econbiz.de/10012949196
Saved in:
2
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
3
Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1
Kang, Sang Hoon
;
Tiwari, Aviral Kumar
;
Albulescu, …
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183270
Saved in:
4
Commodity
market
based hedging against stock market risk in times of financial crisis : the case of crude oil and gold
Junttila, Juha
;
Pesonen, Juho
;
Raatikainen, Juhani
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 255-280
Persistent link: https://www.econbiz.de/10011984168
Saved in:
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