Hae
Aineistot 1-2 / 2
Assessment and Optimization of Clean Energy Equity Risks and Commodity Price Volatility Indexes : Implications for Sustainability
(Elsevier, 2020-01-10)
- article
Although clean energy equities have emerged as a new asset class for market participants, especially environmentally concerned investors, existing and previous studies pay very little attention to how equity investors in ...
Modelling the volatility of crude oil returns : Jumps and volatility forecasts
(John Wiley and Sons, 2020-07-22)
- article
We contribute to the scarce literature on the oil market volatility index (OVX) by examining the presence of time‐varying jumps in OVX and by assessing the ability of OVX to predict the conditional variance of crude oil ...