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	Risk transmission between natural gas market and stock markets: portfolio and hedging strategy analysis
	Ling Lin; Zhongbao Zhou; Qing Liu; Yong Jiang
刊名	Finance Research Letters
	2019
卷号	Vol.29页码:245-254
关键词	Risk transmission Hedging strategy Regime switching Long memory and asymmetry GARCH Natural gas market Chinese and America stock markets
ISSN号	1544-6123
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/4609159
专题	湖南大学
作者单位	b School of Business Administration, Hunan University, Changsha 410082, China a School of Economics, Hunan Agricultural University, Changsha 410128, China
推荐引用方式 GB/T 7714	Ling Lin,Zhongbao Zhou,Qing Liu,et al. Risk transmission between natural gas market and stock markets: portfolio and hedging strategy analysis[J]. Finance Research Letters,2019,Vol.29:245-254.
APA	Ling Lin,Zhongbao Zhou,Qing Liu,&Yong Jiang.(2019).Risk transmission between natural gas market and stock markets: portfolio and hedging strategy analysis.Finance Research Letters,Vol.29,245-254.
MLA	Ling Lin,et al."Risk transmission between natural gas market and stock markets: portfolio and hedging strategy analysis".Finance Research Letters Vol.29(2019):245-254.

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