Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization
Year of publication: |
2014
|
---|---|
Authors: | Arreola Hernandez, Jose |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 45.2014, C, p. 528-536
|
Publisher: |
Elsevier |
Subject: | Energy stocks | C-vines | D-vines | Dependence structure | Risk measures | Portfolio optimization |
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