Oil price fluctuation, volatility spillover and the Ghanaian equity market: Implication for portfolio management and hedging effectiveness

Energy Economics

Volumn 42, Issue , 2014, Pages 172-182

  Lin, Boqiang ^a,b   Wesseh, Presley K ^b,c   Appiah, Michael Owusu ^b,d  

^a MINJIANG UNIVERSITY   (China)

^b XIAMEN UNIVERSITY   (China)

^c UNIVERSITY OF LIBERIA   (Liberia)

^d UNIVERSITY OF CAPE COAST   (Ghana)

Author keywords

Hedge ratios; Oil prices; Stock market return; Volatility

Indexed keywords

CONSTANT CONDITIONAL CORRELATION; DYNAMIC CONDITIONAL CORRELATIONS; HEDGE RATIO; OIL PRICES; STOCK MARKET; VOLATILITY; VOLATILITY SPILLOVERS; VOLATILITY TRANSMISSIONS;

COSTS; ECONOMIC ANALYSIS; FINANCIAL DATA PROCESSING; INVESTMENTS; OPTIMIZATION; VALUE ENGINEERING; WOODEN FENCES;

COMMERCE;

ENERGY MARKET; NUMERICAL MODEL; OIL PRODUCTION; OIL SUPPLY; PRICE DYNAMICS; SPILLOVER EFFECT; STOCK MARKET;

GHANA; NIGERIA;

EID: 84892866672     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2013.12.017     Document Type: Article

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