Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness

  1. Antonakakis, N.
  2. Cunado, J.
  3. Filis, G.
  4. Gabauer, D.
  5. de Gracia, F.P.
Revista:
Energy Economics

ISSN: 0140-9883

Any de publicació: 2020

Volum: 91

Tipus: Article

DOI: 10.1016/J.ENECO.2020.104762 GOOGLE SCHOLAR