author = { Hamldar, Monire AND Mehrara, Mohsen },

title = { Time-Varying Optimal Hedge Ratio for Brent Oil Market },

publisher = {},

keywords = { Erdöl , Rohstoff , Markt , Risikomanagement , Preis , BEKK , Efficiency , Multivariate GARCH Models , OHR },

year = {2015},

abstract = {Veröffentlichungsversion},

abstract = {begutachtet (peer reviewed)},

abstract = {In: International Letters of Social and Humanistic Sciences (2015) 56 ; 103-106},

abstract = {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.},

address = { },

url = { http://slubdd.de/katalog?TN_libero_mab2 }