The interaction of major crypto-assets, clean energy, and technology indices in diversified portfolios
Caner Ozdurak, Alican Umut, Tugba Ozay
Year of publication: |
2022
|
---|---|
Authors: | Ozdurak, Caner ; Umut, Alican ; Ozay, Tugba |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 12.2022, 2, p. 480-490
|
Subject: | Cryptocurrencies | Portfolio optimization | Markowitz | Spillover | VAR-VECH-TARCH |
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