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2. Cryptocurrency systematic risk dynamics. (2024). Reeves, Jonathan J ; Lee, John B ; Jayasuriya, Dulani ; Doan, Bao.
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1. Sustainable and responsible investment dynamic cross-asset portfolio. (2023). Robiyanto, Robiyanto ; Frensidy, Budi ; Yuliana, Ashalia Fitri ; Huruta, Andrian Dolfriandra.
   In: Cogent Business & Management.
   RePEc:taf:oabmxx:v:10:y:2023:i:1:p:2174478.

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2. The Linkages of Carbon Spot-Futures: Evidence from EU-ETS in the Third Phase. (2020). Liu, Zhixin ; Wu, You ; Zhang, Yinpeng ; Chen, Hao.
   In: Sustainability.
   RePEc:gam:jsusta:v:12:y:2020:i:6:p:2517-:d:336069.

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3. Composite hedge and utility maximization for optimal futures hedging. (2020). Feng, Yun ; Cui, Yan.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:68:y:2020:i:c:p:15-32.

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4. The hedging effectiveness of global sectors in emerging and developed stock markets. (2020). Han, Liyan ; Wu, Lei ; Jin, Jiayu ; Zeng, Hong Chao.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:66:y:2020:i:c:p:92-117.

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5. Volatility and dynamic currency hedging. (2020). Min, Hong-Ghi ; McDonald, Judith Ann ; Cho, Jae-Beom.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:64:y:2020:i:c:s104244311930321x.

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6. The volatility linkage between energy and agricultural futures markets with external shocks. (2020). Han, Liyan ; Wu, Lei ; Jin, Jiayu ; Zeng, Hong Chao.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305209.

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7. Risk spillover effects from global crude oil market to China’s commodity sectors. (2020). Jiang, Yonghong ; Meng, Juan ; Nie, HE ; Mo, Bin.
   In: Energy.
   RePEc:eee:energy:v:202:y:2020:i:c:s0360544220303157.

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8. Diversification and optimal hedges for socially responsible investment in Brazil. (2020). Penabad, Maria-Celia ; Lopez-Andion, Carmen ; Iglesias-Casal, A ; Lopez-Penabad, Maria-Celia ; Maside-Sanfiz, Jose Manuel.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:85:y:2020:i:c:p:106-118.

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9. FORMULATION OF A DYNAMIC PORTFOLIO WITH STOCKS AND FIXED-INCOME INSTRUMENTS IN THE INDONESIAN CAPITAL MARKET. (2019). Robiyanto, Robiyanto ; Ernayani, Rihfenti ; Ismail, Rendi Susiswo.
   In: Organizations and Markets in Emerging Economies.
   RePEc:vul:omefvu:v:10:y:2019:i:1:id:268.

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10. Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification. (2019). Czudaj, Robert ; Beckmann, Joscha ; Thi-Hong-Van Hoang, ; Berger, Theo.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:3:d:10.1007_s00181-017-1381-8.

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11. Energy, precious metals, and GCC stock markets: Is there any risk spillover?. (2019). Sensoy, Ahmet ; Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:56:y:2019:i:c:p:45-70.

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12. Hedging U.S. metals & mining Industrys credit risk with industrial and precious metals. (2019). Umar, Zaghum ; Shahzad, Syed Jawad Hussain ; Kenourgios, Dimitris ; Hussain, Syed Jawad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:63:y:2019:i:c:9.

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13. Can alternative hedging assets add value to Islamic-conventional portfolio mix: Evidence from MGARCH models. (2019). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Ali, Sajid ; Raza, Naveed ; Ur, Mobeen ; Salman, Aneel.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:210-230.

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14. Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed?. (2019). Bonato, Matteo.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:62:y:2019:i:c:p:184-202.

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15. Measuring the hedging effectiveness of commodities. (2019). Chunhachinda, Pornchai ; de Boyrie, Maria E ; Pavlova, Ivelina.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:30:y:2019:i:c:p:201-207.

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16. Do all clean energy stocks respond homogeneously to oil price?. (2019). Pham, Linh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:81:y:2019:i:c:p:355-379.

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17. The importance of oil assets for portfolio optimization: The analysis of firm level stocks. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Sarwar, Suleman ; Anwar, Muhammad.
    In: Energy Economics.
    RePEc:eee:eneeco:v:78:y:2019:i:c:p:217-234.

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18. Portfolio and hedging effectiveness of financial assets of the G7 countries. (2018). Hassan, M. Kabir ; Izadi, Selma.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:8:y:2018:i:2:d:10.1007_s40822-017-0090-0.

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19. Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach. (2018). Shahzad, Syed Jawad Hussain ; Raza, Syed ; Hussain, Syed Jawad ; Ali, Sajid.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:57:y:2018:i:c:p:10-29.

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20. A note on the implied volatility spillovers between gold and silver markets. (2018). Dutta, Anupam.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:55:y:2018:i:c:p:192-195.

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21. Return and volatility linkages between CO2 emission and clean energy stock prices. (2018). Bouri, Elie ; Noor, Md Hasib ; Dutta, Anupam.
    In: Energy.
    RePEc:eee:energy:v:164:y:2018:i:c:p:803-810.

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22. Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sadorsky, Perry ; Sharma, Amit.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:72:y:2018:i:c:p:278-295.

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23. Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; JEBABLI, Ikram.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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24. Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication. (2017). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo.
    In: Chemnitz Economic Papers.
    RePEc:tch:wpaper:cep012.

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25. Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies. (2017). GHORBEL, Ahmed ; Hamma, Wajdi ; Jarboui, Anis.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:44:y:2017:i:9:p:1509-1542.

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26. Time-varying volatility spillovers between stock and precious metal markets with portfolio implications. (2017). Mensi, walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:53:y:2017:i:c:p:88-102.

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27. Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging. (2016). Wang, Yudong ; Liu, LI.
    In: Empirical Economics.
    RePEc:spr:empeco:v:50:y:2016:i:4:d:10.1007_s00181-015-0983-2.

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28. Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries. (2016). Chkili, Walid.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:22-34.

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29. Dynamic conditional copula correlation and optimal hedge ratios with currency futures. (2016). Kotkatvuori-Ornberg, Juha .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:60-69.

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30. Global commodities and African stocks: A ‘market of one?’. (2016). ALAGIDEDE, IMHOTEP ; Boako, Gideon.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:44:y:2016:i:c:p:226-237.

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31. Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH. (2016). Basher, Syed ; Sadorsky, Perry.
    In: Energy Economics.
    RePEc:eee:eneeco:v:54:y:2016:i:c:p:235-247.

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32. Volatility linkages between energy and agricultural commodity prices. (2016). Schulz, Franziska ; López Cabrera, Brenda.
    In: Energy Economics.
    RePEc:eee:eneeco:v:54:y:2016:i:c:p:190-203.

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33. Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages. (2016). mongi, arfaoui ; Dhouha, Haj Ali .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2016-01-34.

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34. Return Dynamics and Volatility Spillovers Between FOREX and Stock Markets in MENA Countries: What to Remember for Portfolio Choice?. (2015). mongi, arfaoui ; Ben Rejeb, Aymen.
    In: International Journal of Management and Economics.
    RePEc:vrs:ijomae:v:46:y:2015:i:1:p:72-100:n:3.

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35. Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH. (2015). Basher, Syed ; Perry, Sadorsky ; Abul, Basher Syed.
    In: MPRA Paper.
    RePEc:pra:mprapa:68231.

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36. World gold prices and stock returns in China: Insights for hedging and diversification strategies. (2015). Nguyen, Duc Khuong ; Lahiani, Amine ; AROURI, Mohamed ; El Hedi Arouri, Mohamed, .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:44:y:2015:i:c:p:273-282.

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37. Построение коэффициентов хеджирования для высоколиквидных акций российского рынка на основе моделей классÐ. (2014). Асатуров К. Г., ; Теплова Т. Ð’., .
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38. Instabilities in the relationships and hedging strategies between crude oil and US stock markets: do long memory and asymmetry matter?. (2014). Aloui, Chaker.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-549.

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39. On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility. (2014). Teulon, Frédéric ; JEBABLI, Ikram ; AROURI, Mohamed.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-209.

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40. Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?. (2014). Nguyen, Duc Khuong ; Chkili, Walid ; Aloui, Chaker.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:33:y:2014:i:c:p:354-366.

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41. Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises. (2014). Jimenez-Martin, Juan ; Caporin, Massimiliano ; Gonzalez-Serrano, Lydia.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:31:y:2014:i:c:p:159-177.

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42. On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility. (2014). Teulon, Frédéric ; JEBABLI, Ikram ; AROURI, Mohamed.
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:66-98.

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43. Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets. (2014). Otranto, Edoardo ; Khalifa, Ahmed ; Hammoudeh, Shawkat ; Khalifa, Ahmed A. A., .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:41:y:2014:i:c:p:365-374.

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44. Currency hedge – walking on the edge?. (2014). Filipozzi, Fabio ; Harkmann, Kersti.
    In: Bank of Estonia Working Papers.
    RePEc:eea:boewps:wp2014-5.

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45. Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises. (2013). Jimenez-Martin, Juan ; Caporin, Massimiliano ; Gonzalez-Serrano, Lydia.
    In: MPRA Paper.
    RePEc:pra:mprapa:50940.

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46. Currency hedging strategies using dynamic multivariate GARCH. (2013). Jimenez-Martin, Juan ; Chang, Chia-Lin ; Gonzalez-Serrano, Lydia.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:94:y:2013:i:c:p:164-182.

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47. Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?. (2012). Wang, Yudong ; Wu, Chongfeng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:6:p:2167-2181.

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48. Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management. (2011). Nguyen, Duc Khuong ; AROURI, Mohamed ; Jouini, Jamel ; El Hedi Arouri, Mohamed, .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:7:p:1387-1405.

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49. Crude oil hedging strategies using dynamic multivariate GARCH. (2011). Tansuchat, Roengchai ; Chang, Chia-Lin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:5:p:912-923.

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50. Hedging with futures: Efficacy of GARCH correlation models to European electricity markets. (2010). Gabbi, Giampaolo ; Geranio, Manuela ; Zanotti, Giovanna.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:2:p:135-148.

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