Hedging China’s energy oil market risks
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DOI: 10.1007/s40822-014-0003-4
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Cited by:
- Berna Aydoğan & Gökçe Tunç & Tezer Yelkenci, 2017. "The impact of oil price volatility on net-oil exporter and importer countries’ stock markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 7(2), pages 231-253, August.
- Tongsopit, Sopitsuda & Kittner, Noah & Chang, Youngho & Aksornkij, Apinya & Wangjiraniran, Weerin, 2016. "Energy security in ASEAN: A quantitative approach for sustainable energy policy," Energy Policy, Elsevier, vol. 90(C), pages 60-72.
- De Silva, P.N.K. & Simons, S.J.R. & Stevens, P., 2016. "Economic impact analysis of natural gas development and the policy implications," Energy Policy, Elsevier, vol. 88(C), pages 639-651.
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More about this item
Keywords
China energy oil market; Hedging risk performance; Bivariate GARCH model; Shanghai fuel oil futures contract (SHF); Tokyo oil futures contract (TKF); C32; G32; Q47;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- Q47 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy Forecasting
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