Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?
Waqas Hanif, Jose Arreola Hernandez, Perry Sadorsky, Seong-Min Yoon
| Year of publication: |
2020
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|---|---|
| Authors: | Hanif, Waqas ; Hernandez, Jose Arreola ; Sadorsky, Perry A. ; Yoon, Seong-min |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-18
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| Subject: | Energy sectors | Nonlinear dependence structure | Portfolio optimization | Tail dependence | Vine copulas | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | USA | United States | Kanada | Canada | Energiewirtschaft | Energy sector | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Theorie | Theory | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2019.101065 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012659565