Extreme risk spillovers and hedging strategies between Indonesia sectorial stocks and commodity markets
Purpose This study examines the risk spillovers between Indonesian sectorial stocks (Energy, Basic Materials, Industrials, Consumer Cyclicals, Consumer Non-cyclical and Financials), the aggregate index (IDX) and two commodities (gold and West Texas Intermediate Crude Oil [WTI] futures). Design/metho...
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| Format: | article |
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2023
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| Online Access: | http://hdl.handle.net/10725/14977 https://doi.org/10.1108/IJOEM-11-2022-1721 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php https://www.emerald.com/ijoem/article/20/1/428/1244380 |
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