Systemic risk in the global energy sector : structure, determinants and portfolio management implications
Syed Jawad Hussain Shahzad, Román Ferrer, Elie Bouri
| Year of publication: |
2023
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|---|---|
| Authors: | Shahzad, Syed Jawad Hussain ; Ferrer, Román ; Bouri, Elie |
| Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 44.2023, 6, p. 211-243
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| Subject: | Systemic risk | Energy stock returns | Tail dependence | Network | Portfolio implications | COVID-19 outbreak | Portfolio-Management | Portfolio selection | Energiewirtschaft | Energy sector | Welt | World | Systemrisiko | Coronavirus |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5547/01956574.44.6.ssha [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014449894