Hedging effectiveness of currency ETFs against WTI crude oil price fluctuations (Q2100519)
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scientific article; zbMATH DE number 7621769
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging effectiveness of currency ETFs against WTI crude oil price fluctuations |
scientific article; zbMATH DE number 7621769 |
Statements
Hedging effectiveness of currency ETFs against WTI crude oil price fluctuations (English)
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22 November 2022
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exchange traded funds
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WTI crude oil
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EGARCH
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copula
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hedge
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safe haven
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conditional dependence
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