HEDGING

作品数：68被引量：60H指数：5
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Dynamic connectedness and hedging opportunities of the commodity and stock markets in China:evidence from the TVP-VAR and cDCC-FIAPARCH
《Financial Innovation》2024年第1期1944-1973,共30页Binlin Li Nils Haneklaus Mohammad Mafizur Rahman 
support by the Humanities and Social Science Fund of Ministry of Education of China[Grant Number:23YJC850005];the Federal Ministry of Education,Science and Research(BMBWF)through Austria's Agency for Education and Internationalization(OeAD)[Grant Number:TW 01/2021].
This study examines the dynamic connectedness and hedging opportunities between CSI300(China Security Index 300)and copper,gold,PTA(purified terephthalic acid),and soybean in China from January 09,2008,to June 30,2023...
关键词：TVP-VAR connectedness SPILLOVER Hedging effectiveness Breitung-Candelon spectral Granger causality tests 
Features of different asset types and extreme risk transmission during the COVID-19 crisis
《Financial Innovation》2024年第1期2696-2737,共42页I-Chun Tsai 
Unlike the current extensive literature,which discusses which assets can avoid the risks caused by the COVID-19 pandemic,this study examines whether the characteristics of different assets affect the extreme risk tran...
关键词：Covid-19 pandemic COVID-19 pandemic-related risk factors Risks of extreme volatility Risk transmission effect Hedging characteristics 
Dynamic connectedness and network in the high moments of cryptocurrency,stock,and commodity markets
《Financial Innovation》2023年第1期2388-2427,共40页Waqas Hanif Hee‑Un Ko Linh Pham Sang Hoon Kang 
financial support from Fundacao para a Ciencia e a Tecnologia under the project(Grant UIDB/04007/2020);supported by the Ministry of Education of the Republic of Korea and the National Research Foundation of Korea(NRF-2022S1A5A2A01038422).
This study examines the connectedness in high-order moments between cryptocurrency,major stock(U.S.,U.K.,Eurozone,and Japan),and commodity(gold and oil)markets.Using intraday data from 2020 to 2022 and the time and fr...
关键词：SPILLOVERS High moments High frequency HEDGING 
COVID‑19 pandemic and the crude oil market risk:hedging options with non‑energy financial innovations被引量：1
《Financial Innovation》2021年第1期722-740,共19页Afees A.Salisu Kingsley Obiora 
This study examines the hedging effectiveness of financial innovations against crude oil investment risks,both before and during the COVID-19 pandemic.We focus on the non-energy exchange traded funds(ETFs)as proxies f...
关键词：Pandemics Financial innovations Energy markets HEDGING Optimal portfolio 
Impact of risk management strategies on the credit risk faced by commercial banks of Balochistan
《Financial Innovation》2019年第1期761-773,共13页Zia Ur Rehman Noor Muhammad Bilal Sarwar Muhammad Asif Raz 
This study aims to identify risk management strategies undertaken by the commercial banks of Balochistan,Pakistan,to mitigate or eliminate credit risk.The findings of the study are significant as commercial banks will...
关键词：Credit risk Risk management strategies Financial risk Capital adequacy ratio HEDGING Corporate governance DIVERSIFICATION 
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