Nikolaos Antonakakis

Webster University - Webster Vienna Private University

Praterstrasse 23

Vienna, 1020

Austria

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Scholarly Papers (1)

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Oil And Asset Classes Implied Volatilities: Dynamic Connectedness And Investment Strategies

Number of pages: 40 Posted: 17 Jun 2019
Webster University - Webster Vienna Private University, University of Navarra, Bournemouth University, Johannes Kepler University and University of Navarra
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Abstract:

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Dynamic connectedness; hedging strategies; volatility portfolios; oil prices; stock market indices