Oil price fluctuation, volatility spillover and the Ghanaian equity market: Implication for portfolio management and hedging effectiveness
Author:
Publisher
Elsevier BV
Subject
General Energy,Economics and Econometrics
Reference85 articles.
1. Volatility in crude oil futures: a comparison of the predictive ability of GARCH and implied volatility models;Agnolucci;Energy Econ.,2009
2. Value-at-risk estimations of energy commodities via long memory, asymmetry and fat-tailed GARCH models;Aloui;Energy Policy,2010
3. Oil prices and the rise and fall of the US real exchange rate;Amano;J. Int. Money Financ.,1998
4. Do structural oil-market shocks affect stock prices?;Apergis;Energy Econ.,2009
5. Time-varying predictability in crude oil markets: the case of GCC countries;Arouri;Energy Policy,2010
Cited by 167 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. FİNANSAL PİYASALAR ARASI OYNAKLIK YAYILIMININ ANALİZİ: TÜRKİYE ÖRNEĞİ;Adıyaman Üniversitesi Sosyal Bilimler Enstitüsü Dergisi;2024-08-28
2. The Influence of Social Media Emotions: Evidence from the Kodak Manic Episode;Journal of Behavioral Finance;2024-08-17
3. Time-Varying Correlations between JSE.JO Stock Market and Its Partners Using Symmetric and Asymmetric Dynamic Conditional Correlation Models;Stats;2024-07-22
4. Relation exploration between clean and fossil energy markets when experiencing climate change uncertainties: substitutes or complements?;Humanities and Social Sciences Communications;2024-05-29
5. Reinvestigating the role of oil and gold for portfolio optimization in view of COVID-19 and structural breaks: Empirical evidence of BEKK, DCC and wavelet quantile based estimations;Resources Policy;2024-05
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3