Frequency interdependence and portfolio management between gold, oil and sustainability stock markets
Year of publication: |
2023
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Authors: | Nekhili, Ramzi ; Ziadat, Salem Adel ; Mensi, Walid |
Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 1240-8093, ZDB-ID 1232628-8. - Vol. 176.2023, p. 1-12
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Subject: | Sustainability stock markets | Oil | Gold | Frequency spillovers | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | Volatilität | Volatility | Welt | World | Nachhaltige Entwicklung | Sustainable development |
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