Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain
Ying Chen, Xuehong Zhu, Jinyu Chen
| Year of publication: |
2022
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|---|---|
| Authors: | Chen, Ying ; Zhu, Xuehong ; Chen, Jinyu |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 111.2022, p. 1-12
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| Subject: | Clean energy stock | Investment portfolio | Network analysis | Non-ferrous metals | Spillover | Spillover-Effekt | Spillover effect | Portfolio-Management | Portfolio selection | Hedging | NE-Metall | Non-ferrous metal | Erneuerbare Energie | Renewable energy | Metallindustrie | Metal industry |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106070 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013350006