Oil price and the automobile industry : dynamic connectedness and portfolio implications with downside risk
Prachi Jain, Debasish Maitra, Sang Hoon Kang
| Year of publication: |
2023
|
|---|---|
| Authors: | Jain, Prachi ; Maitra, Debasish ; Kang, Sang Hoon |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 119.2023, p. 1-31
|
| Subject: | Oil price | Portfolio diversification | Automobiles | Downside risk spillover | Ölpreis | Portfolio-Management | Portfolio selection | Kfz-Industrie | Automotive industry | Volatilität | Volatility | Welt | World | Kraftfahrzeug | Motor vehicle | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106537 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014285014