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Hedging strategies among financial markets : the case of green and brown assets

Raheem, Ibrahim Dolapo; Akinkugbe, Oluyele F.; Hammed, … - In: Empirical economics : a quarterly journal of the … 65 (2023) 2, pp. 831-873

Persistent link: https://www.econbiz.de/10014329087

Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities : evidence from clean energy and oil and gas companies

Asl, Mahdi Ghaemi; Canarella, Giorgio; Miller, Stephen M. - 2020

Persistent link: https://www.econbiz.de/10012391014

Does Islamic investing modify portfolio performance? : time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio

Asl, Mahdi Ghaemi; Rashidi, Muhammad Mahdi; Tavakkoli, … - In: The quarterly review of economics and finance 94 (2024), pp. 37-57

Persistent link: https://www.econbiz.de/10014494652

Dynamic Asymmetric Optimal Portfolio Allocation between Energy Stocks and Energy Commodities : Evidence from Clean Energy and Oil and Gas Companies

Asl, Mahdi Ghaemi - 2020

This paper investigates returns and volatility transmission between SPGCE (index of clean energy stocks), SPGO (index of oil and gas stocks), two non-renewable energy commodities (natural gas and crude oil), and three products of crude oil distillation (heating oil, gasoline, and propane). We...

Persistent link: https://www.econbiz.de/10012827242