Nonlinear spillover and portfolio allocation characteristics of energy equity sectors : evidence from the United States and Canada
Year of publication: |
2022
|
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Authors: | Hernandez, Jose Arreola ; Kang, Sang Hoon ; Yoon, Seong-min |
Published in: |
Review of international economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9396, ZDB-ID 1473793-0. - Vol. 30.2022, 1, p. 1-33
|
Subject: | directional spillovers | energy sectors | portfolio optimization | portfolio risk | USA | United States | Portfolio-Management | Portfolio selection | Spillover-Effekt | Spillover effect | Kanada | Canada | Schätzung | Estimation | Energiewirtschaft | Energy sector | Branche | Economic sector |
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