Oil price volatility and the logistics industry : dynamic connectedness with portfolio implications
Debasish Maitra, Mobeen Ur Rehman, Saumya Ranjan Dash, Sang Hoon Kang
| Year of publication: |
2021
|
|---|---|
| Authors: | Maitra, Debasish ; Ur Rehman, Mobeen ; Dash, Saumya Ranjan ; Kang, Sang Hoon |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 102.2021, p. 1-23
|
| Subject: | Volatility | Oil price | Portfolio diversification | Spillover | Transportation/logistic companies | Volatilität | Ölpreis | Portfolio-Management | Portfolio selection | Welt | World | 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.2021.105499 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013162436