New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries
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DOI: 10.1016/j.apenergy.2018.08.008
Abstract: This paper examines the return transmission, volatility spillovers, dynamic correlations, and financial risks among oil futures and oil and gas sector equity returns of the US, Canada, Australia, and Russia by applying our new vector… read more here.
Keywords: oil futures; oil equities; futures oil; oil ... See more keywords