The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications
Debasish Maitra, Kousik Guhathakurta, Sang Hoon Kang
| Year of publication: |
2021
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|---|---|
| Authors: | Maitra, Debasish ; Guhathakurta, Kousik ; Kang, Sang Hoon |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 94.2021, p. 1-30
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| Subject: | Asymmetric volatility spillover | Commodity prices | Oil price | Portfolio implications | Volatilität | Volatility | Ölpreis | Rohstoffpreis | Commodity price | Welt | World | Portfolio-Management | Portfolio selection | Hedging | 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.eneco.2020.105061 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012649444