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1
Nonlinear spillover and portfolio allocation characteristics of energy equity sectors : evidence from the United States and
Canada
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Review of international economics
30
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012815802
Saved in:
2
Investment opportunities in the energy market : what can be learnt from different energy sectors
Uddin, Mohammed Gazi Salah
;
Sahamkhadam, Maziar
;
Yahya, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3611-3636
Persistent link: https://www.econbiz.de/10014429155
Saved in:
3
Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong
;
Li, Qi
;
Wang, Qiaoyu
;
Zhang, Yu Yvette
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
Saved in:
4
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
5
The asymmetric impact of portfolio mix on bank performance over the business cycle : U.S. and Canadian evidence
Calmès, Christian
;
Théoret, Raymond
- In:
Review of economics & finance
6
(
2016
)
2
,
pp. 57-74
Persistent link: https://www.econbiz.de/10011492625
Saved in:
6
Dynamic copulas for finance : an application to portfolio risk calculation
Braun, Valentin
-
2011
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009152690
Saved in:
7
Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
Saved in:
8
Extreme risk spillovers between stock and bond markets
Ning, Cathy Q.
;
Ponrajah, Jeremey
-
2024
Persistent link: https://www.econbiz.de/10015052590
Saved in:
9
Über die Vorteilhaftigkeit von Copula-GARCH-Modellen im finanzwirtschaftlichen Risikomanagement
Weiß, Gregor
- In:
Kredit und Kapital
44
(
2011
)
4
,
pp. 543-577
Persistent link: https://www.econbiz.de/10009504812
Saved in:
10
Dependent frequency-severity modeling of insurance claims
Shi, Peng
;
Feng, Xiaoping
;
Ivantsova, Anastasia
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 417-428
Persistent link: https://www.econbiz.de/10011398126
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