Economic policy uncertainty and dynamic correlations in energy markets : assessment and solutions
Xiong Wang, Jingyao Li, Xiaohang Ren, Ruijun Bu, Fredj Jawadi
| Year of publication: |
2023
|
|---|---|
| Authors: | Wang, Xiong ; Li, Jingyao ; Ren, Xiaohang ; Bu, Ruijun ; Jawadi, Fredj |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 117.2023, p. 1-17
|
| Subject: | Energy | DCC-MIDAS | Dynamic correlations | Dynamic portfolio management | Economic policy uncertainty | Quantile-on-quantile | Portfolio-Management | Portfolio selection | Wirtschaftspolitik | Economic policy | Korrelation | Correlation | Risiko | Risk | Energiemarkt | Energy market | Energiewirtschaft | Energy sector | Energiepolitik | Energy policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106475 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014437129