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Energy and artificial intelligence (AI) are two of the top fields of the present time. However, investors of conventional energy assets have yet to consider the rapidly emerging AI-based assets for diversification. Owing to the rise of new categories of assets in the last two decades, which has...
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We investigate the relationship between assets related to the fourth industrial revolution and alternatively dirty and clean energy markets. We examine portfolio diversification benefits and risk reduction gains based on three portfolio construction techniques. Results of static connectedness...
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