Frequency Volatility Connectedness and Portfolio Hedging of
U.S. Energy Commodities

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Publications Detailed Information on Publication Record

Detailed Information on Publication Record

j 2023

Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities

KOCENDA, Evzen and Michala MORAVCOVÁ

Basic information

Original name

Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities

Authors

KOCENDA, Evzen and Michala MORAVCOVÁ

Edition

SSRN, 2023, 1556-5068

Other information

Type of outcome

Článek v odborném periodiku (nerecenzovaný)

Confidentiality degree

není předmětem státního či obchodního tajemství

References:

URL

DOI

http://dx.doi.org/10.2139/ssrn.4488110

Změněno: 9/1/2024 15:16, Mgr. Pavlína Kurková

KOCENDA, Evzen and Michala MORAVCOVÁ. Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. SSRN. 2023. ISSN 1556-5068. Available from: https://dx.doi.org/10.2139/ssrn.4488110.

@article{2337777,
   author = {Kocenda, Evzen and Moravcová, Michala},
   doi = {http://dx.doi.org/10.2139/ssrn.4488110},
   issn = {1556-5068},
   journal = {SSRN},
   title = {Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities},
   url = {https://ssrn.com/abstract=4488110},
   year = {2023}
}

TY  - JFULL
ID  - 2337777
AU  - Kocenda, Evzen - Moravcová, Michala
PY  - 2023
TI  - Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities
JF  - SSRN
SN  - 15565068
UR  - https://ssrn.com/abstract=4488110
ER  -

KOCENDA, Evzen and Michala MORAVCOVÁ. Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. \textit{SSRN}. 2023. ISSN~1556-5068. Available from: https://dx.doi.org/10.2139/ssrn.4488110.