Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? : dependence risk analysis and portfolio optimization
Jose Arreola Hernandez
| Year of publication: |
2014
|
|---|---|
| Authors: | Hernandez, Jose Arreola |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 45.2014, p. 528-536
|
| Subject: | Energy stocks | C-vines | D-vines | Dependence structure | Risk measures | Portfolio optimization | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Australien | Australia | Risiko | Risk | Kapitaleinkommen | Capital income | Kernbrennstoff | Nuclear fuel |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010506548