Regional and copula estimation effects on EU and US energy equity portfolios-Reference-Cited by-同舟云学术

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Regional and copula estimation effects on EU and US energy equity portfolios

Published:2020-05-27 Issue:49 Volume:52 Page:5311-5342
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Hanif Waqas¹,Arreola-Hernandez Jose²,Hussain Shahzad Syed Jawad³⁴,Hoang Thi Hong Van⁴,Yoon Seong-Min⁵^ORCID

Affiliation:

1. Department of Management Sciences, COMSATS University Islamabad , Pakistan

2. Rennes School of Business , France

3. , South Ural State University , Russia

4. Montpellier Business School , Montpellier, France

5. Department of Economics, Pusan National University , Busan, Republic of Korea

Funder

National Research Foundation of Korea

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2020.1763244

Reference75 articles.

1. Pair-copula constructions of multiple dependence

2. Oil price shocks and transportation firm asset prices

3. Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period

4. Relationship between oil, stock prices and exchange rates: A vine copula based GARCH method

5. A time-varying copula approach to oil and stock market dependence: The case of transition economies

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1. Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model;Energy Economics;2022-11

2. Market Risk of a Power Generation Business;Kobe University Monograph Series in Social Science Research;2022

3. Energy Portfolio of the Eastern Poland Macroregion in the European Union;Energies;2021-12-14

4. Systemic Risk Spillovers in the European Energy Sector;Energies;2021-10-07

5. Co-Movement between Tourist Arrivals of Inbound Tourism Markets in South Korea: Applying the Dynamic Copula Method Using Secondary Time Series Data;Sustainability;2021-01-26

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