Time-Varying Spillover and the Portfolio Diversification Implications of Clean Energy Equity with Commodities and Financial Assets
Author:
Affiliation:
1. Department of Economic Sciences, Indian Institute of Technology Kanpur, Kanpur, India
2. Department of Economics, Aligarh Muslim University, Aligarh, India
Funder
Office of Dean: Research and Development, Indian Institute of Technology Kanpur, India
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2018.1467314
Reference44 articles.
1. ISLAMIC BANKING AND FINANCE: RECENT EMPIRICAL LITERATURE AND DIRECTIONS FOR FUTURE RESEARCH
2. On the dynamic dependence and investment performance of crude oil and clean energy stocks
3. Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time?
4. Optimal hedge ratios for clean energy equities
5. Testing output gap and economic uncertainty as an explicator of stock market returns
Cited by 36 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Spillover Effect of Green Bond with Metal and Bullion Market;Asia-Pacific Financial Markets;2023-12-29
2. Connectedness and portfolio management between renewable energy tokens and metals: Evidence from TVP-VAR approach;Energy Economics;2023-11
3. Green bond vs. Islamic bond: Which one is more environmentally friendly?;Journal of Environmental Management;2023-11
4. Do gold and the US dollar diversify global sectoral risk? Evidence from connectedness and dynamic conditional correlation measures;The Journal of Economic Asymmetries;2023-11
5. Balancing Portfolios with Metals: A Safe Haven for Green Energy Investors?;Energies;2023-10-22
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3