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文章基本信息

  • 标题:Relationship Between Energy Commodities: Markov Regime-Switching Approach
  • 本地全文:下载
  • 作者:Suman Gupta ; Vinay Goyal ; Subrata Kumar Mitra
  • 期刊名称:Academy of Accounting and Financial Studies Journal
  • 印刷版ISSN:1096-3685
  • 出版年度:2018
  • 卷号:22
  • 期号:2
  • 页码:1-8
  • 语种:English
  • 出版社:The DreamCatchers Group, LLC
  • 摘要:There is considerate literature on energy commodities, their co-movement and causal relationship. The importance of energy commodities also lies in the investor trading which results in prices hikes in financial markets (Baffes Melvin Sensoy, 2013) and energy-grain nexus (Balcombe Sari, Hammoudeh, Chang & McAleer, 2012). In short, it is necessary to understand the underneath dynamics of energy commodities to evaluate energy investment decisions and providing hedging as an alternative to stock and commodity markets..
  • 关键词:Energy Commodities;Markov Regime-Switching;Crude Oil;Dynamic Relationship
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