Oil price risk exposure of BRIC stock markets and hedging effectiveness
From MaRDI portal
Publication:2150849
DOI10.1007/s10479-021-04078-0zbMath1494.91144MaRDI QIDQ2150849
Mobeen Ur Rehman, Syed Jawad Hussain Shahzad, Tareq Saeed, Muhammad Abubakr Naeem, Elie Bouri
Publication date: 30 June 2022
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-021-04078-0
62P05: Applications of statistics to actuarial sciences and financial mathematics
62H05: Characterization and structure theory for multivariate probability distributions; copulas
91G15: Financial markets
Related Items
Systematic risk in the biopharmaceutical sector: a multiscale approach, Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future
Cites Work