Concepedia
Finance research letters · 2020 · 70 citations · 17 references
AgriculturePetroleum EngineeringForeign Direct InvestmentCommodity HedgingFutures MarketsHedgingOil Hedging
17
Conditional Heteroskedasticity in Asset Returns: A New Approach
Daniel B. Nelson · Econometrica · 1991 · 10.4K citations
Business, Economics, Finance +17
Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH
Syed Abul Basher, Perry Sadorsky · Energy Economics · 2015 · 532 citations · Full text
Business, Economics, Finance +12
GO‐GARCH: a multivariate generalized orthogonal GARCH model
Roy van der Weide · Journal of Applied Econometrics · 2002 · 482 citations
Business, Business Economics, Economics +11
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality
Stelios Bekiros, Cees Diks · Energy Economics · 2008 · 350 citations
Agriculture, Business Economics, Economics +16
Price discovery in petroleum markets: Arbitrage, cointegration, and the time interval of analysis
Thomas Schwarz, Andrew C. Szakmary · Journal of Futures Markets · 1994 · 290 citations
Social Sciences, Economics, Petroleum Engineering +16