Volatility spillovers and hedging: Evidence from Asian oil-importing countries

Author:

Sarwar Suleman,Khalfaoui Rabeh,Waheed Rida,Dastgerdi Hamidreza Ghorbani

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference80 articles.

1. Agren, 2006. Does Oil Price Uncertainty Transmit to Stock Markets? Working Paper, Department of EconomicsWorking Paper, Department of Economics.

2. Dynamics between economic growth, labor, capital and natural resource abundance in Iran: an application of the combined cointegration approach;Ahmed;Resour. Policy,2016

3. Aielli, 2008. Consistent estimation of large scale dynamic conditional correlations. Working paper n. 47, University of Messina, Department.

4. Orthogonal GARCH;Alexander,2001

5. Do structural oil-market shocks affect stock prices?;Apergis;Energy Econ.,2009

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