Energy Economics · 2020 · 66 citations · 52 references
BusinessEconomicsFinanceCommodity MarketsFinancial EconomicsFinancial MarketsCapital MarketsCommodity DerivativesCommodity HedgingFinancial RiskFutures MarketsHedgingCommodity Index FuturesCommodity Portfolio HedgingFutures Market RiskHedging EffectsHedging With Commodity Derivatives
52
Dynamic Conditional Correlation
Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 7.1K citations
Business, Finance, Econometrics +16
Extreme Correlation of International Equity Markets
François Longin, Bruno Solnik · The Journal of Finance · 2001 · 2.6K citations
The Endogenity of the Optimum Currency Area Criteria
Jeffrey A. Frankel, Andrew K. Rose · The Economic Journal · 1998 · 2.5K citations