Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications-Reference-Cited by-同舟云学术

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Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications

Published:2021-10 Issue: Volume:102 Page:105499
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Maitra Debasish,Rehman Mobeen Ur,Dash Saumya Ranjan,Kang Sang Hoon

Funder

National Research Foundation of Korea

Ministry of Education

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference111 articles.

1. Empirical relationship between macroeconomic volatility and stock returns: evidence from Latin American markets;Abugri;Int. Rev. Financ. Anal.,2008

2. Oil price shocks and transportation firm asset prices;Aggarwal;Energy Econ.,2012

3. Dynamic conditional correlation: on properties and estimation;Aielli;J. Bus. Econ. Stat.,2013

4. A Markov regime switching approach for hedging indices;Alizadeh;J. Futur. Mark.,2004

5. Trading strategies in the market for tankers;Alizadeh;Marit. Policy Manag.,2006

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