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1
Optimal
hedging
strategy with futures oil markets via FIEGARCH copula model
Ifa, Dhoifli
;
Ghorbel, Ahmed
- In:
American journal of finance and accounting
4
(
2015/2016
)
2
,
pp. 151-171
Persistent link: https://www.econbiz.de/10011607085
Saved in:
2
Dynamic conditional copula correlation and optimal hedge ratios with currency futures
Kotkatvuori-Örnberg, Juha
- In:
International review of financial analysis
47
(
2016
),
pp. 60-69
Persistent link: https://www.econbiz.de/10011624046
Saved in:
3
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and
hedging
for crude oil futures
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
Saved in:
4
To hedge or not to hedge? : cryptocurrencies, gold and oil against stock market risk
Echaust, Krzysztof
;
Just, Małgorzata
;
Kliber, Agata
- In:
International review of financial analysis
94
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014543972
Saved in:
5
Oil price risk exposure of BRIC stock markets and
hedging
effectiveness
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ur Rehman, Mobeen
- In:
Financial modeling and risk management of energy and …
,
(pp. 145-170)
.
2022
Persistent link: https://www.econbiz.de/10013349933
Saved in:
6
Hedging
China's energy oil market risks
Lau, Chi Keung
;
Su, Yongyang
;
Tan, Na
;
Zhang, Zhe
- In:
Eurasian economic review : a journal in applied …
4
(
2014
)
1
,
pp. 99-112
Persistent link: https://www.econbiz.de/10010512213
Saved in:
7
Volatility and the
hedging
effectiveness of China fuel oil futures
Chen, Wei
;
Ford, James L.
-
2010
Persistent link: https://www.econbiz.de/10009374212
Saved in:
8
Modeling the volatility of futures return in rubber and oil : a Copula-based GARCH model approach
Li, Meng
;
Yang, Liang
- In:
Economic modelling
35
(
2013
),
pp. 576-581
Persistent link: https://www.econbiz.de/10010336750
Saved in:
9
Do the crude oil futures of the
Shanghai
International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?
Lv, Fei
;
Yang, Chen
;
Fang, Libing
- In:
International review of financial analysis
71
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012436466
Saved in:
10
Risk management for crude oil futures : an optimal stopping-timing approach
Boubaker, Sabri
;
Liu, Zhenya
;
Zhan, Yaosong
- In:
Financial modeling and risk management of energy and …
,
(pp. 9-27)
.
2022
Persistent link: https://www.econbiz.de/10013349892
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