Dynamic links between renewable energy, commodities, and financial stock markets : implications for portfolio diversification
Mourad Mroua, Hejer Bouattour and Nader Naifar
| Year of publication: |
2022
|
|---|---|
| Authors: | Mroua, Mourad ; Bouattour, Hejer ; Naifar, Nader |
| Published in: |
International journal of financial engineering. - Singapore [u.a.] : World Scientific, ISSN 2424-7944, ZDB-ID 2832512-6. - Vol. 9.2022, 1, Art.-No. 2150023, p. 1-28
|
| Subject: | dynamic spillover | Energy markets | international diversification | stochastic dominance | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Energiemarkt | Energy market | Erneuerbare Energie | Renewable energy | Spillover-Effekt | Spillover effect |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786321500237 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013188803