Analyzing commodity futures and stock market indices: Hedging strategies using asymmetric dynamic conditional correlation models

Finance Research Letters（2023）

引用 0|浏览0

暂无评分

摘要

•The dynamics of stock market indices and commodity futures indices.•Exploring weekly hedging strategies.•Analysis of the behavior of stock market indices and commodity futures indices in terms of price volatility and hedging effectiveness.

查看译文

关键词

Range-based dynamic conditional correlation, Downside risk, Transaction costs

AI 理解论文

溯源树

样例

生成溯源树，研究论文发展脉络

Chat Paper

正在生成论文摘要