Andriosopoulos, Kostas; Nomikos, Nikos - In: European Journal of Operational Research 234 (2014) 2, pp. 571-582
This paper reproduces the performance of a geometric average Spot Energy Index by investing only in a subset of stocks from the Dow Jones Composite Average, the FTSE 100 and Bovespa Composite indexes, and in two pools that include only energy-sector stocks from the US and the UK respectively....
