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	Risk transmission between natural gas market and stock markets: portfolio and hedging strategy analysis
	Lin Ling; Zhou Zhongbao*; Liu Qing; Jiang Yong
刊名	FINANCE RESEARCH LETTERS
	2019
卷号	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
DOI	10.1016/j.frl.2018.08.011
URL标识	查看原文
WOS记录号	WOS:000473248800034
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5119851
专题	湖南农业大学
作者单位	[Lin Ling] Hunan Agr Univ, Sch Econ, Changsha 410128, Hunan, Peoples R China.
推荐引用方式 GB/T 7714	Lin Ling,Zhou Zhongbao*,Liu Qing,et al. Risk transmission between natural gas market and stock markets: portfolio and hedging strategy analysis[J]. FINANCE RESEARCH LETTERS,2019,29:245-254.
APA	Lin Ling,Zhou Zhongbao*,Liu Qing,&Jiang Yong.(2019).Risk transmission between natural gas market and stock markets: portfolio and hedging strategy analysis.FINANCE RESEARCH LETTERS,29,245-254.
MLA	Lin Ling,et al."Risk transmission between natural gas market and stock markets: portfolio and hedging strategy analysis".FINANCE RESEARCH LETTERS 29(2019):245-254.

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