Are clean energy markets hedges for stock markets? : a tail quantile connectedness regression
Salem Adel Ziadat, Walid Mensi, Sami Al-Kharusi, Xuan Vinh Vo, Sang Hoon Kang
| Year of publication: |
2024
|
|---|---|
| Authors: | Ziadat, Salem Adel ; Mensi, Walid ; Al Kharusi, Sami ; Xuan Vinh Vo ; Kang, Sang Hoon |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 136.2024, Art.-No. 107757, p. 1-24
|
| Subject: | Clean energy | Portfolio management | Spillover | Stocks | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Hedging | Energiemarkt | Energy market | Spillover-Effekt | Spillover effect | Erneuerbare Energie | Renewable energy |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107757 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046934