Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Nader Trabelsi, Aviral Kumar Tiwari, Shawkat Hammoudeh
| Year of publication: |
2022
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|---|---|
| Authors: | Trabelsi, Nader ; Tiwari, Aviral Kumar ; Hammoudeh, Shawkat |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 62.2022, p. 1-35
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| Subject: | Cross-quantilogram | Dependence | Directional predictability | Energy market | Portfolio performance | Portfolio-Management | Portfolio selection | Hedging | Energiemarkt | Prognoseverfahren | Forecasting model | Theorie | Theory | 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.najef.2022.101715 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013534076