El Khoury, Rim; Alshater, Muneer Maher; Li, Yanshuang - In: Borsa Istanbul Review 23 (2023) 4, pp. 953-979
This study investigates the multidimensional connectedness between various Fourth Industrial Revolution assets and global commodities to analyze their role in portfolio diversification. Using dynamic conditional correlation-generalized autoregressive conditional heteroskedasticity (DCC-GARCH),...
