Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies

Faculty Commerce Year: 2020
Type of Publication: ZU Hosted Pages:
Authors:
Ahmed Hamed Attia Ahmed Elsayed
Journal: Energy Economics Elsevier Volume:
Keywords : Time-varying co-movements between energy market , global    
Abstract:
This study explores the time patterns of volatility spillovers between energy market and stock prices of seven major global financial markets including clean energy, energy, information technology corporations, equity markets and United Sta
    
     
 
       

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