Liner shipping industry and oil price volatility : dynamic connectedness and portfolio diversification
Year of publication: |
2020
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Authors: | Maitra, Debasish ; Chandra, Saurabh ; Dash, Saumya Ranjan |
Published in: |
Transportation research / E : an international journal. - Amsterdam : Elsevier, ISSN 1366-5545, ZDB-ID 1380969-6. - Vol. 138.2020, p. 1-33
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Subject: | Liner shipping | Oil price | Portfolio diversification | Utility maximization | Volatility spillover | Ölpreis | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Linienschifffahrt | Welt | World | Spillover-Effekt | Spillover effect |
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