Oil price risk exposure of BRIC stock markets and hedging effectiveness (Q2150849): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1007/s10479-021-04078-0 / rank | |||
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| Property / cites work: Dynamic Dependence and Diversification in Corporate Credit* / rank | |||
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| Property / cites work: A review of copula models for economic time series / rank | |||
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Latest revision as of 12:55, 29 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Oil price risk exposure of BRIC stock markets and hedging effectiveness |
scientific article |
Statements
Oil price risk exposure of BRIC stock markets and hedging effectiveness (English)
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30 June 2022
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crude oil
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BRIC
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time-varying optimal copula
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hedging
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diversification
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