Can Crude Oil Futures be the Good Hedging Tool for Tyre Equities? Evidence from India
<p>This article examines the cross-hedging performance of crude futures against the tyre equity futures to hedge the tyre equity stocks. Three multivariate conditional volatility models, namely constant conditional correlation (CCC), dynamic conditional correlation (DCC) and diagonal BEKK are...
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| Main Authors: | , , , |
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| Format: | article |
| Language: | EN |
| Published: |
EconJournals
2021
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| Subjects: | |
| Online Access: | https://doaj.org/article/c9eac7f47f504a0c8962688caa61b14c |
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