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    2024

    1. Frequency volatility connectedness and portfolio hedging of US energy commodities
      KOČENDA, Evžen and Michala MORAVCOVÁ. Frequency volatility connectedness and portfolio hedging of US energy commodities. Research in International Business and Finance. Amsterdam: ELSEVIER, 2024, vol. 69, April, p. 1-23. ISSN 0275-5319. Available from: https://dx.doi.org/10.1016/j.ribaf.2024.102274.
      URL
      English. Netherlands.
      Keywords in English: connectednessvolatility spilloversfrequency decompositionportfolio weights and hedge ratiosenergy commoditiesdistress
      International impact: yes
      Reviewed: yes
      Changed by: Mgr. Alžběta Karolyiová, učo 217202. Changed: 11/12/2024 12:25.
      More: https://is.muni.cz/publication/2406197/en

    2023

    1. Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities
      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.
      URL
      Changed by: Mgr. Pavlína Kurková, učo 368752. Changed: 9/1/2024 15:16.
      More: https://is.muni.cz/publication/2337777/en
Displayed: 12/12/2024 20:52