Cite this paper
https://doi.org/https://doi.org/10.1007/s10690-026-09599-x
Or copy a formatted citation
@article{soumya2026,
title = {{Time-frequency Risk-aversion for Asian Energy Indices Hedged with Financial Markets During Dual Shocks}},
author = {Soumya Basu et al.},
journal = {Asia-Pacific Financial Markets},
year = {2026},
doi = {https://doi.org/https://doi.org/10.1007/s10690-026-09599-x},
}TY - JOUR
TI - Time-frequency Risk-aversion for Asian Energy Indices Hedged with Financial Markets During Dual Shocks
AU - al., Soumya Basu et
JO - Asia-Pacific Financial Markets
PY - 2026
ER -
Soumya Basu et al. (2026). Time-frequency Risk-aversion for Asian Energy Indices Hedged with Financial Markets During Dual Shocks. *Asia-Pacific Financial Markets*. https://doi.org/https://doi.org/10.1007/s10690-026-09599-x
Soumya Basu et al.. "Time-frequency Risk-aversion for Asian Energy Indices Hedged with Financial Markets During Dual Shocks." *Asia-Pacific Financial Markets* (2026). https://doi.org/https://doi.org/10.1007/s10690-026-09599-x.
Time-frequency Risk-aversion for Asian Energy Indices Hedged with Financial Markets During Dual Shocks
Soumya Basu et al. · Asia-Pacific Financial Markets · 2026
https://doi.org/https://doi.org/10.1007/s10690-026-09599-x
Paste directly into BibTeX, Zotero, or your reference manager.