Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies
The research investigates the safe-haven, hedging, and diversification function of crude oil for conventional currencies, among which five are major oil exporters, and six are major oil importers. In order to model time-varying dynamic correlations between crude oil and currencies, the study uses th...
Main Authors: | Changyu Liu, Muhammad Abubakr Naeem, Mobeen Ur Rehman, Saqib Farid, Syed Jawad Hussain Shahzad |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-08-01
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Series: | Energies |
Subjects: | |
Online Access: | https://www.mdpi.com/1996-1073/13/17/4354 |
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