Time-varying co-movements between energy market and global financial markets : implication for portfolio diversification and hedging strategies
Ahmed H. Elsayed, Samia Nasreen, Aviral Kumar Tiwari
| Year of publication: |
2020
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|---|---|
| Authors: | Elsayed, Ahmed H. ; Nasreen, Samia ; Tiwari, Aviral Kumar |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 90.2020, p. 1-16
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| Subject: | Clean energy | Dynamic return spillovers | Optimal hedge ratios | Portfolio diversification | Technology stocks | Traditional energy | Hedging | Portfolio-Management | Portfolio selection | Energiemarkt | Energy market | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2020.104847 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012517574