Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
Year of publication: |
September 2017
|
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Authors: | Mensi, Walid ; Hammoudeh, Shawkat ; Al-Jarrah, Idries Mohammad Wanas ; Sensoy, Ahmet ; Kang, Sang Hoon |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 67.2017, p. 454-475
|
Subject: | Commodity markets | Sustainability and conventional equity indexes | Islamic equity markets | Spillovers | Downside risk reductions | Spillover-Effekt | Spillover effect | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Ölpreis | Oil price | Volatilität | Volatility | Nachhaltige Entwicklung | Sustainable development |
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