Nonlinear spillover and portfolio allocation characteristics of energy equity sectors : evidence from the United States and Canada
Jose Arreola Hernandez, Sang Hoon Kang, Seong-Min Yoon
| Year of publication: |
2022
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|---|---|
| Authors: | Hernandez, Jose Arreola ; Kang, Sang Hoon ; Yoon, Seong-min |
| Published in: |
Review of international economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9396, ZDB-ID 1473793-0. - Vol. 30.2022, 1, p. 1-33
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| Subject: | directional spillovers | energy sectors | portfolio optimization | portfolio risk | USA | United States | Kanada | Canada | Portfolio-Management | Portfolio selection | Spillover-Effekt | Spillover effect | Energiewirtschaft | Energy sector | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/roie.12553 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012815802