Regional and copula estimation effects on EU and US energy equity portfolios
Waqas Hanif, Jose Arreola-Hernandez, Syed Jawad Hussain Shahzad, Thi Hong Van Hoang & Seong-Min Yoon
| Year of publication: |
2020
|
|---|---|
| Authors: | Hanif, Waqas ; Hernandez, Jose Arreola ; Shahzad, Syed Jawad Hussain ; Hoang, Thi Hong Van ; Yoon, Seong-min |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 49, p. 5311-5342
|
| Subject: | Portfolio optimization | energy equities | copulas | oil | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income | Energiepolitik | Energy policy | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2020.1763244 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012307235