Are timber and water investments safe-havens? : a volatility spillover approach and portfolio hedging strategies for investors
Aristeidis Samitas, Spyros Papathanasiou, Drosos Koutsokostas, Elias Kampouris
| Year of publication: |
2022
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|---|---|
| Authors: | Samitas, Aristeidis ; Papathanasiou, Spyros ; Koutsokostas, Drosos ; Kampouris, Elias |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-10
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| Subject: | Alternative investments | Connectedness | COVID-19 | Portfolio diversification | Timber water investments | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Hedging | Kapitalanlage | Financial investment | Wasserversorgung | Water supply | Anlageverhalten | Behavioural finance | Auslandsinvestition | Foreign investment | Coronavirus | Spillover-Effekt | Spillover effect | Wasserwirtschaft | Water industry | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102657 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013459891