Volatility between commodity and stock sectors: Evidence in Hong Kong and the implication of hedging effectiveness

Dr. WOO Kai YinWu, Hok FuHok FuWu2023-10-272023-10-272022In Wong, Wing-Keung, Woo, Kai-Yin, Au, Wing-Kwong, Hon, Tai-Yuen & McAleer, Michael (Eds.). (2022). Market efficiency, behavioural finance, and anomalies (pp. 96-121). KSP Books.9786257501866http://books.ksplibrary.org/wp-content/uploads/2022/07/978-625-7501-86-6-1.pdfhttp://hdl.handle.net/20.500.11861/8420enVolatility between commodity and stock sectors: Evidence in Hong Kong and the implication of hedging effectivenessBook Chapter