Spillovers and portfolio optimization of agricultural commodity and global equity markets
Year of publication: |
2021
|
---|---|
Authors: | Arreola Hernandez, Jose ; Kang, Sang Hoon ; Yoon, Seong-min |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 53.2021, 12, p. 1326-1341
|
Subject: | Agricultural commodity markets | interdependence | portfolio optimization | spillover index | stock markets | Portfolio-Management | Portfolio selection | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Welt | World | Rohstoffderivat | Commodity derivative | Agrarmarkt | Agricultural market | Agraraußenhandel | International agricultural trade |
-
Acikgoz, Turker, (2023)
-
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola, (2022)
-
Agricultural commodity futures trading based on cross-country rolling quantile return signals
Jiang, Huayun, (2019)
- More ...
-
Hanif, Waqas, (2021)
-
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola, (2022)
-
Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe
Hernandez, Jose Arreola, (2022)
- More ...