Work

On the correlation between commodity and equity returns: Implications for portfolio allocation

Year: 2016

Type: article

Source: Journal of commodity markets

DOI: 10.1016/j.jcomm.2016.07.005

Authors: Marco J. Lombardi, Francesco Ravazzolo

Institutions: Bank for International Settlements, Free University of Bozen-Bolzano, BI Norwegian Business School

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1579813736

FWCI: 16.73

Cites: 70

Cited by: 95

Related to: 10