The relationships between petroleum and stock returns : an asymmetric dynamic equi-correlation approach
Zhiyuan Pan, Yudong Wang, Li Liu
| Year of publication: |
May 2016
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|---|---|
| Authors: | Pan, Zhiyuan ; Wang, Yudong ; Liu, Li |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 56.2016, p. 453-463
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| Subject: | Asymmetry | Equi-correlation | Petroleum futures | Stock market | Portfolio | Aktienmarkt | Kapitaleinkommen | Capital income | Erdöl | Petroleum | Volatilität | Volatility | Erdölindustrie | Oil industry | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2016.04.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011664485