Chang, Chia-Lin; McAleer, Michael; Tian, Jiarong - 2016 - Revised: June, 2016
-volatility spillovers between international crude oil and associated financial markets. The paper investigates co-volatility spillovers …, namely UK and USA. For these reasons, the data to be used are the returns on alternative crude oil markets, returns on crude … results, dynamic hedging strategies will be suggested to analyze market fluctuations in crude oil prices and associated …