Modeling Volatility Spillovers Between Petroleum and Stocks
The study analyzes the relationship between petroleum prices and stock sector indices in Canada, Saudi Arabia, the US, and China, revealing diverse volatility interdependencies and fluctuating optimal portfolio weights and hedge ratios.
Featured in No. 99 on 30 May 2025 · 1 day after release
- Released
- 29 May 2025
- First featured
- No. 99 · 30 May 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 5273787
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