Hedging stocks with oil

We study the feasibility of hedging stocks with oil. The Dynamic Conditional Correlation (DCC) approach allows for the calculation of optimal hedge ratios and corresponding hedge portfolio returns. Our results show that there are distinct economic benefits from hedging stocks with oil, although the...

Full description

Saved in:
Bibliographic Details
Published in:Energy economics 2021-01, Vol.93, p.104422, Article 104422
Main Authors: Batten, Jonathan A., Kinateder, Harald, Szilagyi, Peter G., Wagner, Niklas F.
Format: Article
Language:English
Subjects:
Appreciation
Economic crisis
Effectiveness
Energy economics
Feasibility
Feasibility studies
Hedges
Hedging
International finance
Investors
Macroeconomics
Oil
Petroleum
Portfolios
Public finance
Stocks
Uncertainty
Volatility
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!