Hedging global stock markets with bitcoin, precious metals, copper, crude oil and agricultural commodities: Evidence from multivariate asymmetric GARCH approach

Dr. WOO Kai Yin; Zheng, Zhuangxing

Hedging global stock markets with bitcoin, precious metals, copper, crude oil and agricultural commodities: Evidence from multivariate asymmetric GARCH approach

Author(s)

Dr. WOO Kai Yin

Zheng, Zhuangxing

Date Issued

2025

URI

http://hdl.handle.net/20.500.11861/10707

Description

52 pages.

Type

Working Paper

Abstract

This paper examines effectiveness of hedging global stock market indexes with hedge asset future of bitcoin, precious metals (gold, silver and palladium), copper, crude oil and agricultural products (wheat, orange juice and corn). Eleven global stock market indexes were selected from developed and developing economies: ASX 200, MSCIUS, MSCI Europe, performance of hedging with the aforementioned asset futures.

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Hedging Global Stock Markets .pdf

Size

1.67 MB

Format

Adobe PDF

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Hedging global stock markets with bitcoin, precious metals, copper, crude oil and agricultural commodities: Evidence from multivariate asymmetric GARCH approach

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