Sercan DEMİRALAY,
Hatice Gaye GENCER
Volatility Transmissions between Oil Prices and Emerging Market Sectors: Implications for Portfolio Management and Hedging Strategies
Volatility Transmissions between Oil Prices and Emerging Market Sectors: Implications for Portfolio Management and Hedging Strategies
International Journal of Energy Economics and Policy
2014-Cilt: 4 Sayı: 3
442-447
Emerging sector indices,
oil prices,
volatility transmission,
optimal weights,
hedge ratios
103
136