Oct 08 2012 Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen   Oil-stock volatility transmission, portfolio selection and hedging   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 11 2012 Takashi Miyazaki , Yuki Toyoshima and Shigeyuki Hamori   Exploring the dynamic interdependence between gold and other financial markets   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 13 2011 Marcelo Brutti Righi and Paulo Sérgio Ceretta   Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 05 2011 Virginie Coudert and Hélène Raymond-Feingold   Gold and financial assets: Are there any safe havens in bear markets?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 03 2010 George Milunovich and Ronald Ripple   Crude Oil Volatility: Hedgers or Investors   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 16 2010 Bolong Cao , Shamila Jayasuriya and William Shambora   Holding a commodity futures index fund in a globally diversified portfolio: A placebo effect?   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 06 2006 Benoît Sévi   Ederington's ratio with production flexibility   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 09 2004 Udo Broll and Jack E. Wahl   Optimal hedge ratio and elasticity of risk aversion   Abstract  Contact Information  Citation  Full Text  -  Note