Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets
Artur Semeyutin, Giray Gozgor, Chi Keung Marco Lau, Bing Xu
| Year of publication: |
2021
|
|---|---|
| Authors: | Semeyutin, Artur ; Gozgor, Giray ; Lau, Chi Keung ; Xu, Bing |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 104.2021, p. 1-15
|
| Subject: | Copper market | COVID-19 pandemic | Gold market | Jumps and Co-jumps | Oil market | Portfolio allocations | Gold | Coronavirus | Kupfermarkt | Ölmarkt | Welt | World | Volatilität | Volatility | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2021.105660 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013364409