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Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds

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A deep learning-based financial hedging approach for the effective management of commodity risks

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Bitcoin forks : What drives the branches?

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Return connectedness of green bonds and financial investment channels in China : implications for hedging and regulation

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Dynamic return connectedness between commodities and travel & leisure ETFs : investment strategies and portfolio implications

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Dynamic Return Connectedness Between Commodities and Travel & Leisure ETFs : Investment Strategies and Portfolio Implications

Lang, Chunlin; Hu, Yang; Corbet, Shaen; Goodell, John W. - 2023

We examine return connectedness between the largest US-based oil and gold ETFs and three major travel & leisure ETFs. Such analysis provides substantial value when understanding how investors can diversify sectoral risk. This research also compares several portfolio strategies to explore the...

Persistent link: https://www.econbiz.de/10014354456