Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies-Reference-Cited by-同舟云学术

Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies

Published:2021-06 Issue: Volume:71 Page:101982
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Asl Mahdi Ghaemi,Canarella Giorgio,Miller Stephen M.

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference97 articles.

1. Innovation policy for directing technical change in the power sector;Aalbers;Energy Pol.,2013

2. Hedging oil prices with renewable energy indices: a comparison between various multivariate GARCH versions;Abdallah;Biostatistics and Biometrics,2018

3. Review of policies encouraging renewable energy integration & best practices;Abdmouleh;Renew. Sustain. Energy Rev.,2015

4. Transmission of shocks and contagion from U.S. to MENA equity markets: the role of oil and gas markets;Abid;Energy Pol.,2019

5. On the dynamic dependence and investment performance of crude oil and clean energy stocks;Ahmad;Res. Int. Bus. Finance,2017

Cited by 48 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. Petrol Fiyatları ve Temiz Enerji Endeksleri Arasındaki İlişkinin NARDL ve DCC Yöntemleri ile İncelenmesi;Hitit Sosyal Bilimler Dergisi;2024-08-31

2. Do green economy stocks matter for the carbon and energy markets? Evidence of connectedness effects and hedging strategies;China Finance Review International;2024-08-28

3. Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures;Energy Economics;2024-08

4. Pricing behavior of clean energy stocks? Some trading implications;Energy Economics;2024-06

5. Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments;Energy Economics;2024-06