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Keywords: DCC-GJR-GARCH (1, 1)
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Journal Articles
Journal:
Review of Corporate Finance
Review of Corporate Finance 1–36.
Published: 16 June 2026
... coherence DCC-GJR-GARCH (1, 1) F3 G1 G11 We analyze hedging properties of agricultural-commodity markets against uncertainties. COVID-19 and Russia−Ukraine war did not influence the agricultural commodity assets. Cocoa & Feeder Cattle offer strong safe-haven and hedge...
