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

Dr. WOO Kai YinZheng, ZhuangxingZhuangxingZheng2025-02-132025-02-132025http://hdl.handle.net/20.500.11861/1070752 pages.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.enHedging global stock markets with bitcoin, precious metals, copper, crude oil and agricultural commodities: Evidence from multivariate asymmetric GARCH approachWorking Paper