Natural gas and the utility sector nexus in the U.S. : quantile connectedness and portfolio implications
Son Duy Pham, Thao Thac Thanh Nguyen, Hung Xuan Do
| Year of publication: |
2023
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|---|---|
| Authors: | Pham, Son Duy ; Nguyen, Thao Thac Thanh ; Do, Hung Xuan |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 120.2023, p. 1-19
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| Subject: | Natural gas | Portfolio allocation | Hedging benefit | Quantile connectedness | Utility stocks | USA | United States | Portfolio-Management | Portfolio selection | Gaswirtschaft | Gas industry | Hedging | Erdgas | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106632 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014285867