, risk and dispersion of risk objectives in a Multi-Criteria Optimisation (MCO) portfolio analysis. We vary the MCO return … and risk targets and contrast the results with four more standard portfolio optimisation criteria, namely the tangency …

There is substantial empirical evidence that energy and financial markets are closely connected. As one of the most … widely-used energy resources worldwide, natural gas has a large daily trading volume. In order to hedge the risk of natural … gas spot markets, a large number of hedging strategies can be used, especially with the rapid development of natural gas …

-volatility spillovers between international crude oil and associated financial markets. The paper investigates co-volatility spillovers …-volatility in another physical or financial asset) between the oil and financial markets. The oil industry has four major regions …, namely UK and USA. For these reasons, the data to be used are the returns on alternative crude oil markets, returns on crude …

There is substantial empirical evidence that energy and financial markets are closely connected. As one of the most … widely-used energy resources worldwide, natural gas has a large daily trading volume. In order to hedge the risk of natural … gas spot markets, a large number of hedging strategies can be used, especially with the rapid development of natural gas …

-volatility spillovers between international crude oil and associated financial markets. The paper investigates co-volatility spillovers …-volatility in another physical or financial asset) between the oil and financial markets. The oil industry has four major regions …, namely UK and USA. For these reasons, the data to be used are the returns on alternative crude oil markets, returns on crude …

, risk and dispersion of risk objectives in a Multi-Criteria Optimisation (MCO) portfolio analysis. We vary the MCO return … and risk targets and contrast the results with four more standard portfolio optimisation criteria, namely the tangency …

It has been argued in the literature that financial markets with a Confucian background tend to exhibit herding … financial herding behaviour by examining index returns from the stock markets in China and Taiwan. The sample period is from 1 … finishes in 2014, the data are more than sufficient to test the three hypotheses relating to the stock markets in China and …

strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy … stocks and when to shift to the risk-free rate. The important issue regarding the predictability of returns is assessed. It … use the performance of MA rules as an instrument for testing returns predictability in financial stock markets. …