Time-varying spillover and the portfolio diversification implications of clean energy equity with commodities and financial assets
Year of publication: |
2018
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Authors: | Ahmad, Wasim ; Rais, Shirin |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 54.2018, 7/8/9, p. 1837-1855
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Subject: | clean energy stocks | directional spillover | dynamic conditional correlations | oil prices | Spillover-Effekt | Spillover effect | Portfolio-Management | Portfolio selection | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Erneuerbare Energie | Renewable energy | Korrelation | Correlation | Rohstoffderivat | Commodity derivative |
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