Dynamic connectedness and optimal hedging strategy among commodities and financial indices

Néjib Hachicha, Amine Ben Amar, Ikrame Ben Slimane, Makram Bellalah () and Jean-Luc Prigent
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Néjib Hachicha: FSEG Sfax - Faculté des Sciences Economiques et de Gestion de Sfax - Université de Sfax - University of Sfax
Ikrame Ben Slimane: ESSCA Research Lab - ESSCA - ESSCA – École supérieure des sciences commerciales d'Angers = ESSCA Business School
Makram Bellalah: LEFMI - Laboratoire d’Économie, Finance, Management et Innovation - UR UPJV 4286 - UPJV - Université de Picardie Jules Verne

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Date: 2022-10
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Published in International Review of Financial Analysis, 2022, 83, pp.102290. ⟨10.1016/j.irfa.2022.102290⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03745047

DOI: 10.1016/j.irfa.2022.102290

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