On the dynamic links between commodities and Islamic equity
Year of publication: |
August 2016
|
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Authors: | Nagayev, Ruslan ; Disli, Mustafa ; Inghelbrecht, Koen ; Ng, Adam |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 58.2016, p. 125-140
|
Subject: | Financialization | Diversification | Commodity | Islamic equity | Dynamic conditional correlation | Wavelet analysis | Korrelation | Correlation | Aktienmarkt | Stock market | Islam | Rohstoffderivat | Commodity derivative | Islamische Staaten | Islamic countries | Zustandsraummodell | State space model | Islamisches Finanzsystem | Islamic finance |
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