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  • This paper examines the optimal hedging ratio (OHR) for the Brent Crude Oil Futures using daily data over the period 1990/17/8-2014/11/3. To estimate OHR, we employ multivariate BEKK MV-GARCH model. At last, the efficiency of this approach are compared with the constant OHR captured from OLS through Edrington's index. (xsd:string)
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  • 2015 (xsd:gyear)
?:datePublished
  • 2015 (xsd:gyear)
?:doi
  • www.scipress.com/ILSHS.56.103 ()
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  • en (xsd:string)
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?:issn
  • 2300-2697 ()
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  • 56 (xsd:string)
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  • Time-Varying Optimal Hedge Ratio for Brent Oil Market (xsd:string)
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  • Zeitschriftenartikel (xsd:string)
  • journal_article (en)
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  • GESIS-SSOAR (xsd:string)
  • In: International Letters of Social and Humanistic Sciences, 2015, 56, 103-106 (xsd:string)
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