An Empirical Study on the Hedge of Dubai Oil Price Risk Management by using VECM, Bivariate ECT-GARCH(1,1) and OLS Regression Models

@inproceedings{Yim2012AnES,
  title={An Empirical Study on the Hedge of Dubai Oil Price Risk Management by using VECM, Bivariate ECT-GARCH(1,1) and OLS Regression Models},
  author={Byung-Jin Yim},
  year={2012}
}