Dynamic comparison of portfolio risk : clean vs dirty energy
Pilar Gargallo, Luis Lample, Jesús Miguel, Manuel Salvador
| Year of publication: |
2022
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|---|---|
| Authors: | Gargallo, Pilar ; Lample, Luis ; Miguel, Jesús ; Salvador, Manuel |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-8
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| Subject: | ADCC-GARCH | Clean energies | Energy transition | Fossil fuels | Portfolio selection | Risk management | Portfolio-Management | Risikomanagement | Fossile Energie | Fossil fuel | Erneuerbare Energie | Renewable energy | Nachhaltige Energieversorgung | Sustainable energy supply | Förderung erneuerbarer Energien | Renewable energy policy | Energiewende | Energiewirtschaft | Energy sector |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.102957 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013455537