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~subject:"Portfolio selection"
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Are Commodity Prices More Vola...
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Portfolio selection
Volatility
43,969
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43,707
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13,204
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12,928
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10,119
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3,346
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3,017
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27
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26
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23
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20
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19
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16
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16
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16
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15
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14
Grobys, Klaus
14
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12
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12
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12
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Vo Xuan Vinh
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11
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11
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11
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10
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10
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10
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10
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10
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9
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9
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9
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8
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8
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8
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8
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8
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8
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8
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8
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1
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Springer Fachmedien Wiesbaden
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Finance research letters
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Journal of banking & finance
58
International review of financial analysis
52
The North American journal of economics and finance : a journal of financial economics studies
47
International review of economics & finance : IREF
44
Energy economics
42
Journal of empirical finance
41
Journal of financial economics
40
Applied economics
37
Economic modelling
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Research in international business and finance
29
NBER working paper series
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Quantitative finance
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Pacific-Basin finance journal
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Journal of economic dynamics & control
20
Swiss Finance Institute Research Paper
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The European journal of finance
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Journal of international money and finance
19
Working paper
19
Cogent economics & finance
18
International journal of finance & economics : IJFE
17
Journal of risk and financial management : JRFM
17
Applied economics letters
16
European journal of operational research : EJOR
16
International journal of theoretical and applied finance
16
Investment management and financial innovations
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of portfolio management : JPM
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Computational economics
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Financial innovation : FIN
14
Discussion papers / CEPR
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Economics letters
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ECONIS (ZBW)
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1
Period specific
volatility
spillover based connectedness between oil and other commodity prices and their portfolio implications
Guhathakurta, Kousik
;
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
Energy economics
85
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012510102
Saved in:
2
Portfolio speculation and commodity price
volatility
in a stochastic storage model
Vercammen, James Alfred
;
Doroudian, Ali
- In:
American journal of agricultural economics
96
(
2014
)
2
,
pp. 517-532
Persistent link: https://www.econbiz.de/10010411908
Saved in:
3
What drives the stock market return in India? : an exploration with dynamic factor model
Mukherjee, Paramita
;
Roy, Malabika
- In:
Journal of emerging market finance
15
(
2016
)
1
,
pp. 119-145
Persistent link: https://www.econbiz.de/10011489360
Saved in:
4
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
5
Understanding momentum in commodity markets
Chevallier, Julien
;
Gatumel, Mathieu
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
Saved in:
6
Commodity price correlation and time varying hedge ratios
Lahiani, Amine
;
Guesmi, Khaled
- In:
The journal of applied business research
30
(
2014
)
4
,
pp. 1053-1061
Persistent link: https://www.econbiz.de/10010400627
Saved in:
7
Financial crises and the nature of correlation between commodity and stock markets
Öztek, Mehmet Fatih
;
Öcal, Nadir
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 56-68
Persistent link: https://www.econbiz.de/10011747083
Saved in:
8
The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric
volatility
connectedness and portfolio implications
Maitra, Debasish
;
Guhathakurta, Kousik
;
Kang, Sang Hoon
- In:
Energy economics
94
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012649444
Saved in:
9
Co-movements in commodity markets andimplications in diversification benefits
Cai, Xiao Jing
;
Fang, Zheng
;
Youngho, Chang
;
Tian, Shuairu
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 393-425
Persistent link: https://www.econbiz.de/10012219019
Saved in:
10
Volatility
spillover analysis in commodity markets :
volatility
spillover from oil prices to precious metals under different regimes
Kirkpinar, Aysegul
- In:
Contemporary issues in business economics and finance
,
(pp. 45-56)
.
2020
Persistent link: https://www.econbiz.de/10012313140
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