Natural gas and the utility sector nexus in the U.S. : quantile connectedness and portfolio implications
Year of publication: |
2023
|
---|---|
Authors: | Pham, Son Duy ; Nguyen, Thao Thac Thanh ; Do, Hung Xuan |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 120.2023, p. 1-19
|
Subject: | Natural gas | Portfolio allocation | Hedging benefit | Quantile connectedness | Utility stocks | USA | United States | Portfolio-Management | Portfolio selection | Gaswirtschaft | Gas industry | Erdgas | Hedging |
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