Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities : evidence from clean energy and oil and gas companies
Year of publication: |
August 2020
|
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Authors: | Asl, Mahdi Ghaemi ; Canarella, Giorgio ; Miller, Stephen M. |
Publisher: |
Storrs, CT : University of Connecticut, Department of Economics |
Subject: | Clean energy stock | Oil and gas stocks | Asymmetric BEKK | Dynamic Optimal Portfolios | Portfolio-Management | Portfolio selection | Gaswirtschaft | Gas industry | Erdölindustrie | Oil industry | Börsenkurs | Share price | Erdöl | Petroleum | Aktienmarkt | Stock market |
Extent: | 1 Online-Ressource (circa 66 Seiten) Illustrationen |
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Series: | Working papers / University of Connecticut, Department of Economics. - Storrs, Conn., ZDB-ID 2161689-9. - Vol. 2020, 07 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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