article Open AccessTop 1% cited
Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH
Energy Economics · 2015 · Vol. 54 · pp. 235–247
Syed Abul Basher(East West University)Perry Sadorsky✉(York University)
Market Dynamics and VolatilityFinancial Risk and Volatility ModelingMonetary Policy and Economic ImpactHedgeEconomicsAutoregressive conditional heteroskedasticityEconometricsVolatility (finance)Emerging marketsFinancial economicsStock (firearms)BondStock market
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References
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Energy Economics · 2011 · 843 citations
Volatility spillover between oil and agricultural commodity markets
Energy Economics · 2012 · 516 citations
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
The Journal of Finance · 1993 · 8,606 citations
On the links between stock and commodity markets' volatility
Energy Economics · 2013 · 531 citations
Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis
Energy Economics · 2011 · 538 citations
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