Are benefits from oil-stocks diversification gone? : new evidence from a dynamic copula and high frequency data
Krenar Avdulaj, Jozef Barunik
| Year of publication: |
September 2015
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|---|---|
| Authors: | Avdulaj, Krenar ; Barunik, Jozef |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 51.2015, p. 31-44
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| Subject: | Portfolio diversification | Dynamic correlations | High frequency data | Time-varying copulas | Commodities | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Volatilität | Volatility | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Diversifikation | Diversification |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2015.05.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011564203