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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
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Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: Empirical economics : a quarterly journal of the … 63 (2022) 5, pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
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Does real interest rate parity really work? : historical evidence from a discrete wavelet perspective
Asl, Mahdi Ghaemi; Canarella, Giorgio; Miller, Stephen M.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 4, pp. 485-518
Persistent link: https://www.econbiz.de/10014372906
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A note on cross-country growth regressions
Miller, Stephen M. - In: Applied economics 28 (1996) 8, pp. 1019-1026
Persistent link: https://www.econbiz.de/10001209067
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Do structural oil-market shocks affect stock prices?
Apergēs, Nikolaos; Miller, Stephen M. - 2008 - [Rev.]
Persistent link: https://www.econbiz.de/10003866825
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Do structural oil-market shocks affect stock prices?
Apergēs, Nikolaos; Miller, Stephen M. - In: Energy economics 31 (2009) 4, pp. 569-575
Persistent link: https://www.econbiz.de/10003867818
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The lag in effect of inflation targeting and policy evaluation
Fang, Wen-shwo; Miller, Stephen M. - 2010
Persistent link: https://www.econbiz.de/10003949806
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Convergence patterns in financial development : evidence from club convergence
Apergēs, Nikolaos; Christou, Christina; Miller, Stephen M. - 2010
Persistent link: https://www.econbiz.de/10008856658
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Country and industry convergence of equity markets : international evidence from club convergence and clustering
Apergēs, Nikolaos; Christou, Christina; Miller, Stephen M. - 2010
Persistent link: https://www.econbiz.de/10008856659
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Quantile inferences for inflation and its variability : does a threshold inflation rate exist?
Fang, Wen-shwo (contributor); Miller, Stephen M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003620557