Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility : identifying moderators, hedgers and shock transmitters
Muhammad Shahbaz, Umaid A. Sheikh, Mosab I. Tabash, Zhilun Jiao
| Year of publication: |
2024
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|---|---|
| Authors: | Shahbaz, Muhammad ; Sheikh, Umaid A. ; Tabash, Mosab I. ; Jiao, Zhilun |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 136.2024, Art.-No. 107732, p. 1-31
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| Subject: | Climate policy uncertainty | DCC-GARCH-t copula | Financial stress indicators | Hedge ratios | Industrial metals | Oil Price uncertainty | Optimal portfolio weight selection strategy | Time and frequency domain connectedness | TYP-VAR | Ölpreis | Oil price | Volatilität | Volatility | Schock | Shock | Risiko | Risk | Hedging | Portfolio-Management | Portfolio selection | Theorie | Theory | VAR-Modell | VAR model | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107732 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046920