Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies

Title
Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies
Authors
Keywords
Clean energy stocks, Oil and gas stocks, Asymmetric BEKK, Dynamic optimal portfolios
Journal
RESOURCES POLICY
Volume 71, Issue -, Pages 101982
Publisher
Elsevier BV
Online
2021-01-13
DOI
10.1016/j.resourpol.2020.101982

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