Oil and equity: too deep into each other
Year of publication: |
January 2018
|
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Authors: | Delcoure, Natalya ; Singh, Harmeet |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 42.2018, 1, p. 89-111
|
Subject: | Commodity price volatility | DCC-GARCH-GJR | Portfolio risk management | Sector interactions | Volatility transmission | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Ölpreis | Oil price | Rohstoffpreis | Commodity price | Welt | World |
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