Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate》.pdfVIP

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Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate》.pdf

Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate》.pdf

Energy Economics 48 (2015) 46–60 Contents lists available at ScienceDirect Energy Economics journal homepage: www. / locate/eneco Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate Walid Mensi a, Shawkat Hammoudeh b, Seong-Min Yoon c

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