Work

Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures

Year: 2018

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2018.12.013

Author: Hayette Gatfaoui

Institutions: Centre National de la Recherche Scientifique, Université de Lille, Institut d'Economie Scientifique Et de Gestion, Lille Économie Management, Ecole Supérieure de Commerce de Rouen, Université Paris 1 Panthéon-Sorbonne

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funder: Agence Nationale de la Recherche

Awards: Excellence Laboratory Financial Regulation, G5733186018

OpenAlex ID: W2899679931

FWCI: 6.165

Cites: 92

Cited by: 47

Related to: 10