Contribution of Exchange Traded Funds in Hedging Crude Oil Price Risk
In this study, we empirically analyze the contributions of three crude oil-based exchange traded funds (ETFs) and the futures contract in hedging crude oil price risk. In order to measure hedging contributions of ETFs, we estimate the usual minimum variance hedge ratios as well as the quantile based...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Pompea College of Business
2023-05-01
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| Series: | American Business Review |
| Subjects: | |
| Online Access: | https://digitalcommons.newhaven.edu/americanbusinessreview/vol26/iss1/10/ |