Φορτώνει......
Hedging oil price risk with gold during COVID-19 pandemic
This paper assesses the role of gold as a safe haven or hedge against crude oil price risks. We employ the asymmetric VARMA-GARCH model, using daily data from January 2016 to August 2020. To account for the impact of COVID-19 pandemic, we partitioned the data into two to reflect the periods before a...
Αποθηκεύτηκε σε:
| Τόπος έκδοσης: | Resour Policy |
|---|---|
| Κύριοι συγγραφείς: | , , |
| Μορφή: | Artigo |
| Γλώσσα: | Inglês |
| Έκδοση: |
Elsevier Ltd.
2021
|
| Θέματα: | |
| Διαθέσιμο Online: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7547572/ https://ncbi.nlm.nih.gov/pubmed/34173425 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.resourpol.2020.101897 |
| Ετικέτες: |
Προσθήκη ετικέτας
Δεν υπάρχουν, Καταχωρήστε ετικέτα πρώτοι!
|