Hedging and diversification across commodity assets-Reference-Cited by-同舟云学术

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Hedging and diversification across commodity assets

Published:2019-12-18 Issue:23 Volume:52 Page:2472-2492
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Abid Ilyes¹,Dhaoui Abderrazak²³,Goutte Stéphane⁴,Guesmi Khaled⁵

Affiliation:

1. ISC Paris School, Paris, France

2. Faculty of Economic Sciences and Management, University of Sousse, Sousse, Tunisia

3. IPAG Business School, Paris, France

4. CEMOTEV, Université Versailles St Quentin en Yvelines, Paris-Saclay, France

5. Center of Research for Energy and Climate Change (CRECC), Paris School of Business, Rue nationale, Paris

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2019.1693016

Reference52 articles.

1. Why do firms engage in selective hedging? Evidence from the gold mining industry

2. Asymmetric correlations of equity portfolios

3. Comovement and Predictability Relationships Between Bonds and the Cross-section of Stocks

4. Common cycles and common trends in the stock and oil markets: Evidence from more than 150 years of data

5. Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH

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3. Commodity Market Risk: Examining Price Co-Movements in the Pakistan Mercantile Exchange;Risks;2024-05-22

4. Downside risk in Dow Jones equity markets: hedging and portfolio management during COVID-19 pandemic and the Russia–Ukraine war;The Journal of Risk Finance;2024-03-22

5. Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?;The Quarterly Review of Economics and Finance;2024-02

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