Can investors of Chinese energy stocks benefit from diversification into commodity futures?
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- Afees A. Salisu & Kazeem Isah & Ibrahim D. Raheem, 2018. "Testing the predictability of commodity prices in stock returns: A new perspective," Working Papers 061, Centre for Econometric and Allied Research, University of Ibadan.
More about this item
KeywordsEnergy stocks; Commodity futures; Diversification benefits; Copulas; China;
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
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