Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-Min - In: Energy Economics 48 (2015) C, pp. 46-60
This paper investigates the influence of structural changes on the asymmetry of volatility spillovers, asset allocation and portfolio diversification between the USD/euro exchange market and each of six major spot petroleum markets including WTI, Europe Brent, kerosene, gasoline and propane....