Volatility spillovers and hedging: Evidence from Asian oil-importing countries
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DOI: 10.1016/j.resourpol.2018.04.010
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- Suleman Sarwar & Rabeh Khalfaoui & Rida Waheed & Hamidreza Ghorbani Dastgerdi, 2019. "Volatility spillovers and hedging: Evidence from Asian oil-importing countries," Post-Print hal-03797591, HAL.
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Keywords
Stock market returns; Oil prices; Volatility spillover; Portfolio; Hedge ratio;All these keywords.
JEL classification:
- F65 - International Economics - - Economic Impacts of Globalization - - - Finance
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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