Volatility spillovers and hedging: Evidence from Asian oil-importing countries | |
Sarwar, Suleman; Khalfaoui, Rabeh; Waheed, Rida; Dastgerdi, Hamidreza Ghorbani | |
刊名 | RESOURCES POLICY
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2019 | |
卷号 | 61页码:479-488 |
关键词 | Stock market returns Oil prices Volatility spillover Portfolio Hedge ratio |
DOI | 10.1016/j.resourpol.2018.04.010 |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4545459 |
专题 | 山东大学 |
作者单位 | 1.Shandong Univ, Sch Econ, 27 Shanda Nanl Lu, Jinan, Shandong, Peoples R China. 2.Aix Marseille Univ |
推荐引用方式 GB/T 7714 | Sarwar, Suleman,Khalfaoui, Rabeh,Waheed, Rida,et al. Volatility spillovers and hedging: Evidence from Asian oil-importing countries[J]. RESOURCES POLICY,2019,61:479-488. |
APA | Sarwar, Suleman,Khalfaoui, Rabeh,Waheed, Rida,&Dastgerdi, Hamidreza Ghorbani.(2019).Volatility spillovers and hedging: Evidence from Asian oil-importing countries.RESOURCES POLICY,61,479-488. |
MLA | Sarwar, Suleman,et al."Volatility spillovers and hedging: Evidence from Asian oil-importing countries".RESOURCES POLICY 61(2019):479-488. |
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