dc.contributor.author | Hamldar, Monire | de |
dc.contributor.author | Mehrara, Mohsen | de |
dc.date.accessioned | 2018-04-23T13:14:06Z | |
dc.date.available | 2018-04-23T13:14:06Z | |
dc.date.issued | 2015 | de |
dc.identifier.issn | 2300-2697 | de |
dc.identifier.uri | http://www.scipress.com/ILSHS.56.103.pdf | |
dc.identifier.uri | https://www.ssoar.info/ssoar/handle/document/56923 | |
dc.description.abstract | This paper examines the optimal hedging ratio (OHR) for the Brent Crude Oil Futures using daily data over the period 1990/17/8-2014/11/3. To estimate OHR, we employ multivariate BEKK MV-GARCH model. At last, the efficiency of this approach are compared with the constant OHR captured from OLS through Edrington's index. | en |
dc.language | en | de |
dc.subject.ddc | Wirtschaft | de |
dc.subject.ddc | Economics | en |
dc.subject.other | BEKK; Efficiency; Multivariate GARCH Models; OHR | de |
dc.title | Time-Varying Optimal Hedge Ratio for Brent Oil Market | de |
dc.description.review | begutachtet (peer reviewed) | de |
dc.description.review | peer reviewed | en |
dc.source.journal | International Letters of Social and Humanistic Sciences | |
dc.publisher.country | CHE | |
dc.source.issue | 56 | de |
dc.subject.classoz | Volkswirtschaftstheorie | de |
dc.subject.classoz | National Economy | en |
dc.subject.classoz | Wirtschaftssektoren | de |
dc.subject.classoz | Economic Sectors | en |
dc.subject.thesoz | Erdöl | de |
dc.subject.thesoz | crude oil | en |
dc.subject.thesoz | Rohstoff | de |
dc.subject.thesoz | raw materials | en |
dc.subject.thesoz | Markt | de |
dc.subject.thesoz | market | en |
dc.subject.thesoz | Risikomanagement | de |
dc.subject.thesoz | risk management | en |
dc.subject.thesoz | Preis | de |
dc.subject.thesoz | price | en |
dc.rights.licence | Creative Commons - Namensnennung 4.0 | de |
dc.rights.licence | Creative Commons - Attribution 4.0 | en |
internal.status | formal und inhaltlich fertig erschlossen | de |
internal.identifier.thesoz | 10042079 | |
internal.identifier.thesoz | 10056692 | |
internal.identifier.thesoz | 10034440 | |
internal.identifier.thesoz | 10081122 | |
internal.identifier.thesoz | 10034835 | |
dc.type.stock | article | de |
dc.type.document | Zeitschriftenartikel | de |
dc.type.document | journal article | en |
dc.source.pageinfo | 103-106 | de |
internal.identifier.classoz | 1090301 | |
internal.identifier.classoz | 1090304 | |
internal.identifier.journal | 1120 | |
internal.identifier.document | 32 | |
internal.identifier.ddc | 330 | |
dc.identifier.doi | https://doi.org/10.18052/www.scipress.com/ILSHS.56.103 | de |
dc.description.pubstatus | Veröffentlichungsversion | de |
dc.description.pubstatus | Published Version | en |
internal.identifier.licence | 16 | |
internal.identifier.pubstatus | 1 | |
internal.identifier.review | 1 | |
internal.dda.reference | xml-database-41@@12 | |
internal.check.abstractlanguageharmonizer | CERTAIN | |
internal.check.languageharmonizer | CERTAIN_RETAINED | |