Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification

Author:

Tiwari Aviral Kumar,Abakah Emmanuel Joel Aikins,Karikari Nana Kwasi,Hammoudeh Shawkat

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference110 articles.

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2. Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: evidence using Markov-switching copulas;Abakah;Financ. Res. Lett.,2021

3. The nexus between oil price and Islamic stock markets in Africa: a wavelet and multivariate-GARCH approach;Abdulkarim;Borsa Istanbul Rev.,2019

4. Macroeconomics, 4. bs;Abel,2001

5. The hedging effectiveness of industrial metals against different oil shocks: evidence from the four newly developed oil shocks datasets;Adekoya;Res. Policy,2020

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