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~subject:"Portfolio selection"
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Portfolio selection
Volatility
87
Volatilität
86
Spillover effect
85
Spillover-Effekt
84
Aktienmarkt
70
Stock market
70
Welt
56
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56
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51
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42
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Börsenkurs
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Share price
42
Hedging
34
Estimation
27
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27
Oil price
22
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22
Coronavirus
21
Virtual currency
21
Virtuelle Währung
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Rohstoffderivat
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India
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USA
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Indien
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14
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English
51
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Kang, Sang Hoon
42
Mensi, Walid
24
Vo Xuan Vinh
14
Maitra, Debasish
13
Al-Yahyaee, Khamis Hamed
10
Ur Rehman, Mobeen
8
Yoon, Seong-min
8
Hammoudeh, Shawkat
7
Al-Jarrah, Idries Mohammad Wanas
5
Dash, Saumya Ranjan
5
Hernandez, Jose Arreola
5
Jain, Prachi
3
Ko, Hee-Un
3
Uddin, Mohammed Gazi Salah
3
Ziadat, Salem Adel
3
Al Kharusi, Sami
2
Dey, Kushankur
2
Guhathakurta, Kousik
2
Sensoy, Ahmet
2
Ahmad, Nasir
1
Al Mamun, Md.
1
Al-Maadid, Alanoud
1
Alomari, Mohammed
1
Alshater, Muneer Maher
1
Arif, Muhammad
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1
Hasan, Mudassar
1
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1
McIver, Ron
1
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1
Mishra, Sibanjan
1
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The North American journal of economics and finance : a journal of financial economics studies
8
Energy economics
7
Applied economics
3
Pacific-Basin finance journal
3
Computational economics
2
Finance research letters
2
International review of economics & finance : IREF
2
Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Asia Pacific financial markets
1
Borsa Istanbul Review
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Economic modelling
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Eurasian economic review : a journal in applied macroeconomics and finance
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Financial innovation : FIN
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International economics : the quarterly journal in international economics founded in 1980 by the CEPII
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1
Oil price volatility and the logistics industry : dynamic connectedness with portfolio implications
Maitra, Debasish
;
Ur Rehman, Mobeen
;
Dash, Saumya Ranjan
; …
- In:
Energy economics
102
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013162436
Saved in:
2
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:
3
Oil price and the automobile industry : dynamic connectedness and portfolio implications with downside risk
Jain, Prachi
;
Maitra, Debasish
;
Kang, Sang Hoon
- In:
Energy economics
119
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014285014
Saved in:
4
Do cryptocurrencies provide better hedging? : Evidence from major equity markets during COVID-19 pandemic
Maitra, Debasish
;
Ur Rehman, Mobeen
;
Dash, Saumya Ranjan
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013539022
Saved in:
5
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
Saved in:
6
Spillovers and portfolio management between the uncertainty indices of oil and gold and G7 stock markets
Mensi, Walid
;
Ziadat, Salem Adel
;
Vo Xuan Vinh
;
Kang, …
- In:
Computational economics
64
(
2024
)
4
,
pp. 2233-2262
Persistent link: https://www.econbiz.de/10015144010
Saved in:
7
COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications : evidence from China and US economies
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Vo Xuan Vinh
; …
- In:
International economics : the quarterly journal in …
180
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10015166867
Saved in:
8
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Vo Xuan Vinh
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
9
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
10
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
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