Work

Dependence and risk management of portfolios of metals and agricultural commodity futures

Year: 2023

Type: article

Source: Resources Policy

DOI: 10.1016/j.resourpol.2023.103567

Authors: Waqas Hanif, Walid Mensi, Xuan Vinh Vo, Ahmed BenSaïda, Jose Arreola Hernandez, Sang Hoon Kang

Institutions: COMSATS University Islamabad, Centro de Estudos e Formação Avançada em Gestão e Economia, University of Algarve, University of Economics Ho Chi Minh City, Viện Nghiên cứu kinh doanh, Sultan Qaboos University, Effat University, University of Sousse, Pusan National University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Zero hunger

Open Access status: closed

Funders: Đại học Kinh tế Thành phố Hồ Chí Minh, Ministry of Education, National Research Foundation of Korea, Fundação para a Ciência e a Tecnologia

Awards: G5084973117, Centro de Estudos e Formação Avançada em Gestão e Economia da Universidade de Évora (CEFAGE-UE)

OpenAlex ID: W4366545115

FWCI: 4.642

Cites: 73

Cited by: 22

Related to: 10