Oil and currency volatilities: Co‐movements and hedging opportunities
Author:
Affiliation:
1. Department of Accounting, Finance and Economics Bournemouth University Bournemouth UK
2. Department of Economics and Regional Development Panteion University of Social and Political Sciences Athena Greece
Funder
H2020 Marie Skłodowska-Curie Actions
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.1911
Reference80 articles.
1. A Markov regime switching approach for hedging energy commodities
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