Hedging stocks with oil
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DOI: 10.1016/j.eneco.2019.06.007
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More about this item
Keywords
Beta-hedge; Brent oil; commodities; Economic policy uncertainty (EPU); Hedge ratio; International asset pricing; Market risk; Systemic risk; WTI oil; VIX;All these keywords.
JEL classification:
- F15 - International Economics - - Trade - - - Economic Integration
- F2 - International Economics - - International Factor Movements and International Business
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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