Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?
Year of publication: |
2020
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Authors: | Hanif, Waqas ; Hernandez, Jose Arreola ; Sadorsky, Perry A. ; Yoon, Seong-min |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-18
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Subject: | Energy sectors | Nonlinear dependence structure | Portfolio optimization | Tail dependence | Vine copulas | USA | United States | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Kanada | Canada | Nichtlineare Regression | Nonlinear regression | Energiewirtschaft | Energy sector | Schätzung | Estimation | ARCH-Modell | ARCH model | Energiepolitik | Energy policy |
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