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Hedging crude oil using refined product: A regime switching asymmetric DCC approach

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Year: 2014
Type: article
Source: Energy Economics
DOI: 10.1016/j.eneco.2014.05.014
Authors: Zhiyuan Pan, Yudong Wang, Li Yang
Institutions: Shanghai Jiao Tong University, UNSW Sydney
Language: English

Topic: Financial Risk and Volatility Modeling
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China
Awards: G1625697592, 金融危机下原油价格冲击与金融市场波动及其联动复杂性–基于多分形机制转换波动率模型和藤copula方法的研究, 分形市场分析、极值理论与金融传染的定量测度方法研究
OpenAlex ID: W2019023015
FWCI: 4.881
Cites: 71
Cited by: 65
Related to: 10
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