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Crude oil hedging strategy: new evidence from the data of the financial crisis
15 references·1 citing·31 second hop
Crude oil hedging strategy: new evidence from the data of the financial crisis (2013)Crude oil hedging strategy: new evidence …Crude oil hedging strategies using dynamic multivariate GARCH (2011)Crude oil hedging strategies …Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets (2010)Analyzing and forecasting vol…Spillovers and correlations between US and major European stock markets: the role of the euro (2009)Spillovers and correlations b…Modelling price and volatility inter-relationships in the Australian wholesale spot electricity markets (2009)Modelling price and volatilit…Conditional Correlation and Volatility in CommodityFutures and Traditional Asset Markets (2009)Conditional Correlation and V…On the application of the dynamic conditional correlation model in estimating optimal time-varying hedge ratios (2007)On the application of the dyn…Dynamic conditional correlation analysis of financial market interdependence: An application to Thailand and Indonesia (2007)Dynamic conditional correlati…Selective Hedging, Information Asymmetry, and Futures Prices* (2006)Selective Hedging, Informatio…Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Asymmetric Dynamics in the Co…A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers (2005)A DCC analysis of internation…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…The Theory of Hedging and Speculation in Commodity Futures (1976)The Theory of Hedging and Spe…The Theory of Hedging and Speculation in Commodity Futures (1960)The Theory of Hedging and Spe…Is Bitcoin Similar to Gold? An Integrated Overview of Empirical Findings (2020)Is Bitcoin Similar to Gold? A…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models? (2012)The hedging effect of green bonds on carbon market risk (2020)Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets (2021)Extreme Correlation of International Equity Markets (2001)Commodity and equity markets: Some stylized facts from a copula approach (2013)Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia (2015)On the dynamic links between commodities and Islamic equity (2016)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)The economic value of co-movement between oil price and exchange rate using copula-based GARCH models (2011)Oil shocks and their impact on energy related stocks in China (2012)Oil volatility, oil and gas firms and portfolio diversification (2018)Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums (1973)Hedging and the Competitive Firm under Price Uncertainty (1979)Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)Financialization, crisis and commodity correlation dynamics (2012)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Asymmetric volatility spillovers between oil and stock markets: Evidence from China and the United States (2019)Analyzing time-varying volatility spillovers between the crude oil markets using a new method (2020)Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method (2021)
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References

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  • 2007Dynamic conditional correlation analysis of financial market interdependence: An application to Thailand and Indonesia

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62 cited
  • 2006Selective Hedging, Information Asymmetry, and Futures Prices*22 cited
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    • 2020Is Bitcoin Similar to Gold? An Integrated Overview of Empirical Findings64 cited