Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets
Gazi Salah Uddin, Jose Areola Hernandez, Syed Jawad Hussain Shahzad, Axel Hedström
| Year of publication: |
March 2018
|
|---|---|
| Authors: | Uddin, Mohammed Gazi Salah ; Hernandez, Jose Areola ; Shahzad, Syed Jawad Hussain ; Hedström, Axel |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 71.2018, p. 35-46
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| Subject: | Carbon assets | Energy commodities | Tail dependence | Risk spillover | Spillover-Effekt | Spillover effect | Treibhausgas-Emissionen | Greenhouse gas emissions | Portfolio-Management | Portfolio selection | Welt | World | Diversifikation | Diversification | Emissionshandel | Emissions trading | Klimawandel | Climate change |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.01.035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011942938