Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility : identifying moderators, hedgers and shock transmitters
Year of publication: |
2024
|
---|---|
Authors: | Shahbaz, Muhammad ; Sheikh, Umaid A. ; Tabash, Mosab I. ; Jiao, Zhilun |
Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 136.2024, Art.-No. 107732, p. 1-31
|
Subject: | Climate policy uncertainty | DCC-GARCH-t copula | Financial stress indicators | Hedge ratios | Industrial metals | Oil Price uncertainty | Optimal portfolio weight selection strategy | Time and frequency domain connectedness | TYP-VAR | Ölpreis | Oil price | Volatilität | Volatility | Risiko | Risk | Schock | Shock | Hedging | Portfolio-Management | Portfolio selection | Welt | World | Wirtschaftsindikator | Economic indicator | ARCH-Modell | ARCH model |
-
Chan, Ying Tung, (2022)
-
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar, (2018)
-
Alsarhan, Abdulwahab A., (2013)
- More ...
-
Sheikh, Umaid A., (2020)
-
Asad, Muzaffar, (2020)
-
Market miracles: Resilience of Karachi stock exchange index against terrorism in Pakistan
Tabash, Mosab I., (2020)
- More ...