Portfolio diversification and oil price shocks : a sector wide analysis
Mohsin Ali, Wajahat Azmi, Aftab Parvez Khan
| Year of publication: |
2019
|
|---|---|
| Authors: | Mohsin Ali ; Azmi, Wajahat ; Khan, Aftab Parvez |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 9.2019, 3, p. 251-260
|
| Subject: | Dynamic Conditional Correlation Multivariate GARCH | Continuous Wavelet Transformation | Disaggregated Stock Market | India | Oil Price Shocks | Diversification | Ölpreis | Oil price | ARCH-Modell | ARCH model | Indien | Diversifikation | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Aktienmarkt | Stock market |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.7747 [DOI] hdl:11159/4742 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012301835