Can BRICS's currency be a hedge or a safe haven for energy portfolio? : an evidence from vine copula approach
Year of publication: |
2020
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Authors: | He, Yijin ; Nakajima, Tadahiro ; Hamori, Shigeyuki |
Published in: |
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0217-5908, ZDB-ID 231534-8. - Vol. 65.2020, 4, p. 805-836
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Subject: | BRICS | crude oil | natural gas | dependence structure | risk | BRICS-Staaten | BRICS countries | Hedging | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Erdöl | Petroleum | Erdgas | Natural gas | Rohstoffderivat | Commodity derivative |
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